V-Lab
V-Lab

Bharat Heavy Electricals Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:29.79% (-1.07%)

Analysis last updated: Wednesday, April 17, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bharat Heavy Electricals Ltd SGARCH
paramt-stat
ω3.11056.36
α0.11247.73
β0.817541.37
γ10.25326.55
γ2-0.3843-6.76
γ30.22175.76
γ4-0.1422-3.73
γ50.11072.95
γ6-0.1080-2.80
γ70.10472.45
γ8-0.1705-2.25
Estimation Period:
Oct 12, 1992 to Apr 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts