Crompton Greaves Consumer GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.12% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7876 | 6.39 | |
| 0.0562 | 6.07 | |
| 0.9301 | 85.27 | |
| 4.6484 | 2.04 |
Estimation Period:
May 13, 2016 to Feb 13, 2026
May 13, 2016 to Feb 13, 2026
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