V-Lab
V-Lab

Dr Reddy's Laboratories Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:23.43% (-2.14%)

Analysis last updated: Thursday, May 2, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dr Reddy's Laboratories Ltd S0GARCH
paramt-stat
ω1.148310.04
α0.14026.99
β0.685715.11
γ1-0.1887-3.95
γ20.35044.77
γ3-0.2797-5.00
γ40.15982.62
γ5-0.0314-0.51
γ6-0.0703-1.19
γ70.15883.16
γ8-0.1518-2.66
γ90.04290.73
γ100.02780.74
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts