V-Lab
Housing Development Finance Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, July 31st, 2023:11.33% (-0.52%)
Analysis last updated: Sunday, July 30, 2023 at 05:39 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 21.45 | |
| 0.1812 | 31.40 | |
| 0.9799 | 815.92 | |
| -0.0112 | -2.01 |
Estimation Period:
Jan 2, 1990 to Jul 28, 2023
Jan 2, 1990 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
Other Housing Development Finance Corp Ltd Analyses