V-Lab
Housing Development Finance Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 31st, 2023:10.85% (-0.12%)
Analysis last updated: Sunday, July 30, 2023 at 05:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1659 | 6.08 | |
| 0.1193 | 8.27 | |
| 0.7946 | 34.93 | |
| -0.2700 | -3.03 | |
| 0.5167 | 3.64 | |
| -0.4326 | -4.66 | |
| 0.2825 | 4.34 | |
| -0.0755 | -1.55 | |
| -0.1347 | -2.77 | |
| 0.2227 | 4.30 | |
| -0.1887 | -3.79 | |
| 0.1872 | 3.39 | |
| -0.3329 | -4.05 |
Estimation Period:
Jan 2, 1990 to Jul 28, 2023
Jan 2, 1990 to Jul 28, 2023
News Impact Curve
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