V-Lab: Bharat Heavy Electricals Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bharat Heavy Electricals Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:34.43% (-0.85%)

Analysis last updated: Thursday, April 18, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0339	6.22
$α$	0.1121	7.62
$β$	0.8109	38.25
$γ_{1}$	0.2820	4.81
$γ_{2}$	-0.3257	-3.65
$γ_{3}$	-0.0301	-0.42
$γ_{4}$	0.2143	2.84
$γ_{5}$	-0.2778	-3.85
$γ_{6}$	0.2888	4.56
$γ_{7}$	-0.2906	-4.61
$γ_{8}$	0.2665	3.50
$γ_{9}$	-0.2207	-2.68
$γ_{10}$	0.1182	2.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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