V-Lab: Hero MotoCorp Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hero MotoCorp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:24.06% (-0.91%)

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
$ω$	2.4040	9.06
$α$	0.1229	8.09
$β$	0.7480	23.88
$γ_{1}$	0.0738	4.72
$γ_{2}$	-0.1092	-4.47
$γ_{3}$	0.0601	3.33
$γ_{4}$	-0.0457	-2.58
$γ_{5}$	0.0421	2.41
$γ_{6}$	-0.0274	-2.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts