V-Lab: Bharti Airtel Ltd GJR-GARCH Volatility Analysis

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V-Lab

Bharti Airtel Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.58% (-0.19%)

Analysis last updated: Sunday, April 28, 2024 at 01:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0284	13.38
$α$	0.0348	15.59
$β$	0.9547	633.08
$γ$	0.0132	3.35

Estimation Period:
Feb 18, 2002 to Apr 26, 2024

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