V-Lab: Hero MotoCorp Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Hero MotoCorp Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:30.47% (+0.07%)

Analysis last updated: Saturday, May 18, 2024 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0457	11.44
$α$	0.0666	24.65
$β$	0.9334	346.98
$γ$	-0.0331	-1.97
$δ$	1.6556	30.30

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts