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V-Lab

Chennai Petroleum Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.82% (-2.93%)
Analysis last updated: Friday, February 6, 2026 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chennai Petroleum Corp Ltd S0GARCH
paramt-stat
ω0.57648.59
α0.12717.39
β0.748922.85
γ1-0.1724-4.33
γ20.20363.02
γ3-0.0006-0.01
γ4-0.1447-2.02
γ50.29335.00
γ6-0.3241-5.35
γ70.24024.06
γ8-0.1506-2.87
γ90.06731.72
Estimation Period:
May 4, 1995 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts