Chennai Petroleum Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.50% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 21.35 | |
| 0.1852 | 33.56 | |
| 0.9636 | 501.07 | |
| 0.0088 | 1.99 |
Estimation Period:
May 4, 1995 to Jan 30, 2026
May 4, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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