V-Lab: Hindalco Industries Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Hindalco Industries Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:32.45% (+1.93%)

Analysis last updated: Saturday, May 11, 2024 at 05:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4843	4.92
$α$	0.0791	25.92
$β$	0.9830	252.75
$ν$	5	8.34

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