V-Lab: Bharat Heavy Electricals Ltd APARCH Volatility Analysis

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V-Lab

Bharat Heavy Electricals Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:33.89% (-1.26%)

Analysis last updated: Wednesday, April 17, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0859	14.87
$α$	0.0855	34.02
$β$	0.9139	394.76
$γ$	0.1483	9.89
$δ$	1.5215	31.98

Estimation Period:
Oct 12, 1992 to Apr 16, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts