V-Lab: Bharti Airtel Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Bharti Airtel Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:17.53% (-0.95%)

Analysis last updated: Thursday, May 9, 2024 at 01:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9103	6.48
$α$	0.0870	5.31
$β$	0.7347	14.20
$γ_{1}$	-0.2934	-4.03
$γ_{2}$	0.4985	4.73
$γ_{3}$	-0.3656	-5.41
$γ_{4}$	0.2493	4.25
$γ_{5}$	-0.1270	-2.46
$γ_{6}$	0.1195	2.27
$γ_{7}$	-0.2392	-4.84
$γ_{8}$	0.2562	7.13

Estimation Period:
Feb 18, 2002 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts