V-Lab: Reliance Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Reliance Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:27.91% (+0.78%)

Analysis last updated: Thursday, May 2, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6747	4.70
$α$	0.0728	24.55
$β$	0.9824	250.61
$ν$	4	9.04

Estimation Period:
Sep 16, 1994 to Apr 26, 2024