Caprihans India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.11% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9560 | 4.13 | |
| 0.1238 | 6.83 | |
| 0.7482 | 20.12 | |
| -0.0350 | -0.48 | |
| -0.0069 | -0.07 | |
| 0.0991 | 1.73 | |
| -0.1273 | -2.41 | |
| 0.1335 | 2.25 | |
| -0.1155 | -1.90 | |
| 0.1544 | 2.90 | |
| -0.2353 | -4.14 | |
| 0.2339 | 2.88 |
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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