Thomas Cook (India) Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.27% (-10.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3066 | 6.36 | |
| 0.2551 | 7.36 | |
| 0.5490 | 13.08 | |
| 0.0812 | 1.51 | |
| -0.1524 | -1.86 | |
| 0.1743 | 2.96 | |
| -0.1717 | -2.84 | |
| 0.0697 | 1.12 | |
| -0.0262 | -0.46 | |
| 0.1353 | 2.83 | |
| -0.2340 | -4.10 | |
| 0.2210 | 2.48 |
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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