V-Lab: Bharat Heavy Electricals Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bharat Heavy Electricals Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.40% (+1.52%)

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
$ω$	3.1322	6.43
$α$	0.1130	7.62
$β$	0.8073	37.40
$γ_{1}$	0.2915	5.09
$γ_{2}$	-0.3382	-3.87
$γ_{3}$	-0.0248	-0.36
$γ_{4}$	0.2109	2.85
$γ_{5}$	-0.2769	-3.90
$γ_{6}$	0.2893	4.63
$γ_{7}$	-0.2922	-4.72
$γ_{8}$	0.2703	3.61
$γ_{9}$	-0.2269	-2.80
$γ_{10}$	0.1243	2.24

Estimation Period:
Oct 12, 1992 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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