Crompton Greaves Consumer Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.60% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0441 | 10.51 | |
| 0.0464 | 3.12 | |
| 0.8509 | 16.07 | |
| -0.0045 | -0.74 |
Estimation Period:
May 13, 2016 to Feb 13, 2026
May 13, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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