V-Lab: GAIL India Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

GAIL India Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.74% (-1.33%)

Analysis last updated: Wednesday, May 1, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1300	5.93
$α$	0.0706	25.92
$β$	0.9797	285.30
$ν$	5	7.91

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