V-Lab: Wipro Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Wipro Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.33% (+0.66%)

Analysis last updated: Saturday, May 4, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3510	3.68
$α$	0.1399	7.86
$β$	0.7482	23.99
$γ_{1}$	-0.1657	-1.24
$γ_{2}$	0.3073	1.70
$γ_{3}$	-0.2862	-3.64
$γ_{4}$	0.2329	3.26
$γ_{5}$	-0.1121	-1.57
$γ_{6}$	0.0335	0.61
$γ_{7}$	-0.0510	-0.97
$γ_{8}$	0.1523	2.34
$γ_{9}$	-0.2053	-2.74
$γ_{10}$	0.1247	2.29

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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