V-Lab
V-Lab

Hindustan Unilever Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:16.45% (-0.16%)

Analysis last updated: Thursday, March 28, 2024 at 02:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hindustan Unilever Ltd S0GARCH
paramt-stat
ω0.97113.19
α0.13787.23
β0.738822.55
γ1-0.1048-1.22
γ20.23522.08
γ3-0.2405-4.22
γ40.16593.47
γ5-0.0920-2.35
γ60.04160.76
γ7-0.0007-0.01
γ80.00600.11
γ9-0.0285-0.49
γ100.03210.75
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts