Thomas Cook (India) Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.40% (-10.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2089 | 6.05 | |
| 0.2550 | 7.34 | |
| 0.5523 | 13.27 | |
| 0.0517 | 0.94 | |
| -0.1075 | -1.28 | |
| 0.1470 | 2.46 | |
| -0.1498 | -2.45 | |
| 0.0514 | 0.82 | |
| -0.0090 | -0.16 | |
| 0.1141 | 2.47 | |
| -0.1976 | -4.53 | |
| 0.1325 | 3.37 |
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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