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Eros International Media Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:51.56% (+2.24%)
Analysis last updated: Wednesday, July 2, 2025 at 02:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eros International Media Ltd SGARCH
paramt-stat
ω0.87034.56
α0.10884.71
β0.739314.31
γ1-0.1155-0.56
γ20.47591.56
γ3-0.7725-3.61
γ40.69973.62
γ5-0.4531-2.17
γ60.22671.04
γ7-0.0838-0.36
γ8-0.1424-0.39
Estimation Period:
Oct 7, 2010 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts