V-Lab
V-Lab

Bharat Heavy Electricals Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:31.55% (-0.03%)

Analysis last updated: Wednesday, May 1, 2024 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bharat Heavy Electricals Ltd SGARCH
paramt-stat
ω3.10236.35
α0.11217.73
β0.818341.60
γ10.25206.51
γ2-0.3829-6.73
γ30.22155.75
γ4-0.1424-3.73
γ50.11052.94
γ6-0.1072-2.77
γ70.10412.46
γ8-0.1738-2.43
Estimation Period:
Oct 12, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts