V-Lab: Bharti Airtel Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bharti Airtel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.85% (-0.57%)

Analysis last updated: Sunday, April 21, 2024 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9057	6.45
$α$	0.0871	5.30
$β$	0.7338	14.06
$γ_{1}$	-0.2966	-4.06
$γ_{2}$	0.5036	4.76
$γ_{3}$	-0.3691	-5.45
$γ_{4}$	0.2525	4.30
$γ_{5}$	-0.1307	-2.54
$γ_{6}$	0.1249	2.37
$γ_{7}$	-0.2451	-4.95
$γ_{8}$	0.2601	7.20

Estimation Period:
Feb 18, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts