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V-Lab

Allcargo Gati Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:40.54% (-5.04%)
Analysis last updated: Wednesday, November 12, 2025 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allcargo Gati Ltd S0GARCH
paramt-stat
ω1.86142.34
α0.19416.50
β0.50357.46
γ10.41841.34
γ2-0.5771-1.41
γ30.18340.89
γ40.15591.07
γ5-0.5188-4.50
γ60.68415.61
γ7-0.4819-2.91
γ80.06370.32
γ90.12170.71
γ10-0.0367-0.35
Estimation Period:
Feb 15, 2006 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts