V-Lab: GAIL India Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

GAIL India Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.54% (-2.30%)

Analysis last updated: Friday, May 17, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1483	5.99
$α$	0.0709	25.82
$β$	0.9795	284.48
$ν$	5	7.87

Estimation Period:
May 19, 1997 to May 10, 2024