V-Lab: Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.58% (-0.45%)

Analysis last updated: Tuesday, April 30, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1592	5.97
$α$	0.0860	7.14
$β$	0.8511	46.02
$γ_{1}$	0.0129	0.23
$γ_{2}$	0.0921	1.03
$γ_{3}$	-0.2443	-4.30
$γ_{4}$	0.2696	5.96
$γ_{5}$	-0.2199	-5.41
$γ_{6}$	0.1395	3.57
$γ_{7}$	-0.0550	-1.59
$γ_{8}$	-0.0360	-0.77
$γ_{9}$	0.0740	1.27

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

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Volatility Forecasts

Volatility Forecasts