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

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V-Lab

Bharti Airtel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.55% (+0.48%)

Analysis last updated: Friday, May 3, 2024 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8969	6.42
$α$	0.0874	5.34
$β$	0.7312	13.93
$γ_{1}$	-0.3041	-4.19
$γ_{2}$	0.5161	4.91
$γ_{3}$	-0.3788	-5.63
$γ_{4}$	0.2620	4.48
$γ_{5}$	-0.1411	-2.74
$γ_{6}$	0.1396	2.58
$γ_{7}$	-0.2759	-4.66
$γ_{8}$	0.3425	3.35

Estimation Period:
Feb 18, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts