V-Lab
V-Lab

Dr Reddy's Laboratories Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:26.44% (+6.97%)

Analysis last updated: Friday, May 10, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dr Reddy's Laboratories Ltd SGARCH
paramt-stat
ω1.07809.64
α0.13226.84
β0.700315.52
γ1-0.2213-4.62
γ20.40275.48
γ3-0.3139-5.59
γ40.18272.98
γ5-0.0411-0.66
γ6-0.0745-1.27
γ70.17293.42
γ8-0.1718-2.95
γ90.07291.06
γ10-0.0337-0.30
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts