Skip to main content
V-Lab

Coromandel International Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.32% (-1.14%)
Analysis last updated: Saturday, February 7, 2026 at 11:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coromandel International Ltd S0GARCH
paramt-stat
ω1.19779.76
α0.11986.59
β0.721512.69
γ1-0.0968-3.32
γ20.16073.39
γ3-0.1274-4.00
γ40.11654.24
γ5-0.0792-2.49
γ60.04151.47
γ7-0.0171-0.90
Estimation Period:
Sep 26, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts