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Sri Nachammai Cotton Mills Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.92% (+1.86%)
Analysis last updated: Wednesday, February 11, 2026 at 09:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sri Nachammai Cotton Mills S0GARCH
paramt-stat
ω0.77396.94
α0.13367.70
β0.690914.47
γ1-0.0812-0.99
γ20.14581.27
γ3-0.1995-2.79
γ40.34054.81
γ5-0.3346-4.35
γ60.14262.35
Estimation Period:
Apr 27, 2012 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts