V-Lab: Hero MotoCorp Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hero MotoCorp Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.63% (-0.56%)

Analysis last updated: Sunday, May 5, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0545	13.68
$α$	0.0613	20.81
$β$	0.9332	378.25
$γ$	-0.0024	-0.46

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts