V-Lab
GAIL India Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.68% (-0.77%)
Analysis last updated: Thursday, May 2, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1853 | 27.99 | |
| 0.0802 | 22.33 | |
| 0.8867 | 239.53 | |
| 0.2916 | 5.09 |
Estimation Period:
May 19, 1997 to Apr 30, 2024
May 19, 1997 to Apr 30, 2024
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