V-Lab: GAIL India Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GAIL India Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.17% (-0.83%)

Analysis last updated: Wednesday, May 1, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5800	8.21
$α$	0.0842	5.68
$β$	0.8708	49.03
$γ_{1}$	0.0266	2.35
$γ_{2}$	-0.0394	-2.20
$γ_{3}$	0.0300	2.04
$γ_{4}$	-0.0262	-2.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts