Caprihans India Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.60% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9627 | 4.15 | |
| 0.1230 | 6.92 | |
| 0.7512 | 20.53 | |
| -0.0342 | -0.47 | |
| -0.0051 | -0.05 | |
| 0.0910 | 1.58 | |
| -0.1150 | -2.17 | |
| 0.1195 | 2.02 | |
| -0.1011 | -1.67 | |
| 0.1372 | 2.65 | |
| -0.2073 | -4.33 | |
| 0.1675 | 4.37 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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