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

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V-Lab

Bharti Airtel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.88% (-0.57%)

Analysis last updated: Sunday, April 21, 2024 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8949	6.40
$α$	0.0874	5.33
$β$	0.7311	13.89
$γ_{1}$	-0.3065	-4.20
$γ_{2}$	0.5200	4.93
$γ_{3}$	-0.3816	-5.66
$γ_{4}$	0.2644	4.52
$γ_{5}$	-0.1438	-2.79
$γ_{6}$	0.1432	2.65
$γ_{7}$	-0.2781	-4.67
$γ_{8}$	0.3382	3.31

Estimation Period:
Feb 18, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts