V-Lab
Mahindra & Mahindra Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.52% (+0.02%)
Analysis last updated: Wednesday, May 8, 2024 at 12:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 17.42 | |
| 0.1348 | 37.80 | |
| 0.9899 | 1511.25 | |
| -0.0265 | -9.08 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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