V-Lab: Larsen & Toubro Ltd MF2-GARCH Volatility Analysis

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V-Lab

Larsen & Toubro Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.06% (+0.11%)

Analysis last updated: Sunday, April 28, 2024 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0608	24.40
$β$	0.9061	201.99
$γ$	0.0194	4.66
$λ_{1}$	5.7764	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0329	0.00

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

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Volatility Forecasts