V-Lab: Mahindra & Mahindra Ltd MF2-GARCH Volatility Analysis

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V-Lab

Mahindra & Mahindra Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.39% (+3.30%)

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
$m$	21
$α$	0.0503	17.15
$β$	0.7589	64.25
$γ$	0.0869	17.10
$λ_{1}$	0.0218	2.26
$λ_{2}$	0.0329	4.43
$λ_{3}$	0.9637	116.55

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

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Volatility Forecasts

Volatility Forecasts