V-Lab: Bharti Airtel Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bharti Airtel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.13% (+8.57%)

Analysis last updated: Saturday, April 20, 2024 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9077	6.48
$α$	0.0882	5.36
$β$	0.7299	13.90
$γ_{1}$	-0.2959	-4.06
$γ_{2}$	0.5025	4.76
$γ_{3}$	-0.3687	-5.46
$γ_{4}$	0.2527	4.32
$γ_{5}$	-0.1320	-2.57
$γ_{6}$	0.1284	2.44
$γ_{7}$	-0.2530	-5.16
$γ_{8}$	0.2697	7.65

Estimation Period:
Feb 18, 2002 to Apr 16, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts