V-Lab: Hindalco Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hindalco Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.91% (-0.58%)

Analysis last updated: Sunday, April 21, 2024 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6715	4.70
$α$	0.0882	7.30
$β$	0.8539	50.53
$γ_{1}$	0.1332	4.82
$γ_{2}$	-0.2193	-5.11
$γ_{3}$	0.1582	3.75
$γ_{4}$	-0.1111	-3.26
$γ_{5}$	0.0450	1.94
$γ_{6}$	-0.0072	-0.38
$γ_{7}$	0.0039	0.26

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts