V-Lab: Hindalco Industries Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Hindalco Industries Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.64% (-0.12%)

Analysis last updated: Sunday, April 28, 2024 at 01:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2088	22.00
$α$	0.2103	59.15
$β$	0.7415	162.61
$γ$	0.0153	2.56
$δ$	1.2345	30.59

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts