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

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V-Lab

Bharat Heavy Electricals Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.19% (-0.83%)

Analysis last updated: Sunday, April 21, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1093	6.36
$α$	0.1124	7.74
$β$	0.8176	41.45
$γ_{1}$	0.2531	6.54
$γ_{2}$	-0.3843	-6.75
$γ_{3}$	0.2218	5.76
$γ_{4}$	-0.1424	-3.73
$γ_{5}$	0.1109	2.95
$γ_{6}$	-0.1084	-2.81
$γ_{7}$	0.1058	2.49
$γ_{8}$	-0.1747	-2.35

Estimation Period:
Oct 12, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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