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V-Lab

Thomas Cook (India) Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.27% (-10.19%)
Analysis last updated: Wednesday, February 11, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thomas Cook (India) Ltd SGARCH
paramt-stat
ω1.30666.36
α0.25517.36
β0.549013.08
γ10.08121.51
γ2-0.1524-1.86
γ30.17432.96
γ4-0.1717-2.84
γ50.06971.12
γ6-0.0262-0.46
γ70.13532.83
γ8-0.2340-4.10
γ90.22102.48
Estimation Period:
Sep 22, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts