Coromandel International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.28% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 14.94 | |
| 0.0531 | 18.64 | |
| 0.9482 | 516.76 | |
| -0.0140 | -3.89 |
Estimation Period:
Sep 26, 1995 to Feb 6, 2026
Sep 26, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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