V-Lab: GAIL India Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GAIL India Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:40.03% (-1.44%)

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
$ω$	1.3813	10.31
$α$	0.0801	5.62
$β$	0.8835	52.46
$γ_{1}$	0.0038	2.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts