V-Lab
V-Lab

Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:22.18% (-0.43%)

Analysis last updated: Friday, March 29, 2024 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Larsen & Toubro Ltd S0GARCH
paramt-stat
ω2.17996.00
α0.08667.18
β0.849845.50
γ10.01380.24
γ20.09281.03
γ3-0.2475-4.33
γ40.27126.00
γ5-0.2182-5.45
γ60.13493.63
γ7-0.0490-1.47
γ8-0.0410-0.79
γ90.07591.22
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts