Crompton Greaves Consumer EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.61% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1191 | 6.78 | |
| 0.1063 | 12.25 | |
| 0.9129 | 71.15 | |
| -0.0197 | -2.22 |
Estimation Period:
May 13, 2016 to Feb 6, 2026
May 13, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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