V-Lab: Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:22.02% (-1.03%)

Analysis last updated: Thursday, April 18, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1641	5.99
$α$	0.0871	7.18
$β$	0.8486	44.91
$γ_{1}$	0.0134	0.23
$γ_{2}$	0.0923	1.03
$γ_{3}$	-0.2458	-4.32
$γ_{4}$	0.2708	6.01
$γ_{5}$	-0.2202	-5.48
$γ_{6}$	0.1386	3.63
$γ_{7}$	-0.0534	-1.57
$γ_{8}$	-0.0371	-0.77
$γ_{9}$	0.0740	1.24

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts