V-Lab: Coal India Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Coal India Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.62% (-0.51%)

Analysis last updated: Sunday, April 28, 2024 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0584	5.87
$α$	0.0510	4.21
$β$	0.9255	55.76
$γ_{1}$	0.0007	0.35

Estimation Period:
Nov 4, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts