V-Lab: Hindustan Unilever Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hindustan Unilever Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.47% (-0.42%)

Analysis last updated: Thursday, May 2, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9835	3.29
$α$	0.1401	7.30
$β$	0.7332	22.08
$γ_{1}$	-0.1004	-1.21
$γ_{2}$	0.2282	2.08
$γ_{3}$	-0.2362	-4.18
$γ_{4}$	0.1634	3.37
$γ_{5}$	-0.0912	-2.40
$γ_{6}$	0.0429	0.83
$γ_{7}$	-0.0045	-0.08
$γ_{8}$	0.0126	0.23
$γ_{9}$	-0.0388	-0.69
$γ_{10}$	0.0420	1.01

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

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