V-Lab
V-Lab

Housing Development Finance Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 31st, 2023:17.17% (-0.11%)

Analysis last updated: Sunday, July 30, 2023 at 05:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Housing Development Finance Corp Ltd S0GARCH
paramt-stat
ω1.23195.87
α0.11438.60
β0.816442.08
γ1-0.2520-2.63
γ20.48693.19
γ3-0.4118-4.13
γ40.26843.81
γ5-0.0722-1.37
γ6-0.1220-2.32
γ70.19283.45
γ8-0.1346-2.51
γ90.07101.36
γ10-0.0327-0.85
Estimation Period:
Jan 2, 1990 to Jul 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts