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V-Lab

Caprihans India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.11% (-1.22%)
Analysis last updated: Saturday, February 7, 2026 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caprihans India Ltd SGARCH
paramt-stat
ω0.95604.13
α0.12386.83
β0.748220.12
γ1-0.0350-0.48
γ2-0.0069-0.07
γ30.09911.73
γ4-0.1273-2.41
γ50.13352.25
γ6-0.1155-1.90
γ70.15442.90
γ8-0.2353-4.14
γ90.23392.88
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts