V-Lab: Hindalco Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hindalco Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.51% (-1.05%)

Analysis last updated: Sunday, April 28, 2024 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6693	4.70
$α$	0.0880	7.29
$β$	0.8539	50.48
$γ_{1}$	0.1329	4.82
$γ_{2}$	-0.2187	-5.12
$γ_{3}$	0.1581	3.77
$γ_{4}$	-0.1113	-3.28
$γ_{5}$	0.0453	1.96
$γ_{6}$	-0.0072	-0.38
$γ_{7}$	0.0036	0.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts