V-Lab
V-Lab

Bharat Heavy Electricals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:35.70% (-1.20%)

Analysis last updated: Thursday, May 2, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bharat Heavy Electricals Ltd S0GARCH
paramt-stat
ω3.04376.25
α0.11237.63
β0.809837.98
γ10.28314.87
γ2-0.3279-3.71
γ3-0.0274-0.39
γ40.21192.83
γ5-0.2769-3.86
γ60.28914.58
γ7-0.2920-4.67
γ80.27023.59
γ9-0.2274-2.79
γ100.12502.24
Estimation Period:
Oct 12, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts