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

V-Lab

| |

V-Lab

Bharti Airtel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.81% (-1.02%)

Analysis last updated: Sunday, April 28, 2024 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8937	6.39
$α$	0.0871	5.33
$β$	0.7325	13.99
$γ_{1}$	-0.3059	-4.20
$γ_{2}$	0.5186	4.93
$γ_{3}$	-0.3798	-5.64
$γ_{4}$	0.2622	4.48
$γ_{5}$	-0.1410	-2.74
$γ_{6}$	0.1398	2.59
$γ_{7}$	-0.2769	-4.66
$γ_{8}$	0.3462	3.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts