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Caprolactam Chemicals Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:54.14% (+2.66%)
Analysis last updated: Tuesday, February 3, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caprolactam Chemicals Ltd SGARCH
paramt-stat
ω0.00123.34
α0.08583.37
β0.860919.20
γ1-11.3299-6.41
γ213.88774.32
γ3-2.8635-1.28
γ4-0.2118-0.16
γ51.95521.78
γ6-2.8665-3.50
γ72.04993.67
γ8-1.1409-2.56
γ91.19462.63
γ10-1.8398-1.70
Estimation Period:
Sep 23, 2013 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts