V-Lab
Bharat Heavy Electricals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:36.36% (+2.59%)
Analysis last updated: Sunday, May 5, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1329 | 20.36 | |
| 0.0586 | 18.97 | |
| 0.9106 | 401.14 | |
| 0.0384 | 6.24 |
Estimation Period:
Oct 12, 1992 to May 3, 2024
Oct 12, 1992 to May 3, 2024
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