V-Lab: Hero MotoCorp Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hero MotoCorp Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:26.49% (-1.49%)

Analysis last updated: Friday, May 3, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1902	5.07
$α$	0.0852	29.95
$β$	0.9823	285.22
$ν$	4	10.99

Estimation Period:
Jan 1, 1990 to Apr 30, 2024