Thomas Cook (India) Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:68.90% (+11.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2344 | 27.13 | |
| 0.2197 | 20.84 | |
| 0.6243 | 70.00 | |
| 0.0764 | 3.25 |
Estimation Period:
Sep 22, 1994 to Feb 6, 2026
Sep 22, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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