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

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V-Lab

Larsen & Toubro Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:19.96% (-0.47%)

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
$ω$	1.8470	5.53
$α$	0.0871	7.31
$β$	0.8491	46.19
$γ_{1}$	-0.0946	-1.28
$γ_{2}$	0.2882	2.54
$γ_{3}$	-0.3757	-5.57
$γ_{4}$	0.2848	5.84
$γ_{5}$	-0.1128	-2.36
$γ_{6}$	-0.0357	-0.55
$γ_{7}$	0.1162	1.16
$γ_{8}$	-0.1203	-1.08
$γ_{9}$	0.0426	0.75
$γ_{10}$	0.0069	0.07

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

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Volatility Forecasts

Volatility Forecasts