V-Lab: Dr Reddy's Laboratories Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dr Reddy's Laboratories Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.88% (+1.60%)

Analysis last updated: Saturday, April 20, 2024 at 01:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1301	9.75
$α$	0.1341	6.85
$β$	0.7020	15.91
$γ_{1}$	-0.1903	-3.87
$γ_{2}$	0.3509	4.66
$γ_{3}$	-0.2768	-4.86
$γ_{4}$	0.1558	2.52
$γ_{5}$	-0.0263	-0.42
$γ_{6}$	-0.0774	-1.30
$γ_{7}$	0.1661	3.25
$γ_{8}$	-0.1558	-2.68
$γ_{9}$	0.0437	0.73
$γ_{10}$	0.0282	0.75

Estimation Period:
Jan 1, 1990 to Apr 16, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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