V-Lab: Mahindra & Mahindra Ltd GJR-GARCH Volatility Analysis

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V-Lab

Mahindra & Mahindra Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.29% (+1.60%)

Analysis last updated: Sunday, April 28, 2024 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0482	15.14
$α$	0.0426	17.27
$β$	0.9373	529.27
$γ$	0.0294	6.46

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

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