V-Lab: GAIL India Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

GAIL India Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.14% (-0.86%)

Analysis last updated: Wednesday, May 1, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0996	15.82
$α$	0.0750	19.60
$β$	0.9123	228.19
$γ$	0.0955	5.27
$δ$	1.6737	38.37

Estimation Period:
May 19, 1997 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts