V-Lab
V-Lab

Wipro Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:25.90% (-0.10%)

Analysis last updated: Friday, March 29, 2024 at 01:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wipro Ltd S0GARCH
paramt-stat
ω1.42843.71
α0.13837.90
β0.753925.48
γ1-0.1547-1.14
γ20.29491.61
γ3-0.2818-3.52
γ40.22403.05
γ5-0.0994-1.36
γ60.02320.41
γ7-0.0449-0.84
γ80.14532.21
γ9-0.1920-2.56
γ100.11102.06
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts