V-Lab: Wipro Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Wipro Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:16.84% (+0.76%)

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
$ω$	1.3504	3.73
$α$	0.1390	7.82
$β$	0.7511	24.42
$γ_{1}$	-0.1824	-1.40
$γ_{2}$	0.3414	1.94
$γ_{3}$	-0.3204	-4.14
$γ_{4}$	0.2647	3.69
$γ_{5}$	-0.1388	-1.92
$γ_{6}$	0.0529	0.95
$γ_{7}$	-0.0594	-1.13
$γ_{8}$	0.1450	2.21
$γ_{9}$	-0.1717	-2.13
$γ_{10}$	0.0200	0.18

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

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Volatility Forecasts

Volatility Forecasts