V-Lab: Hindalco Industries Ltd GJR-GARCH Volatility Analysis

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V-Lab

Hindalco Industries Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:31.16% (+2.62%)

Analysis last updated: Thursday, May 9, 2024 at 02:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2685	16.75
$α$	0.0864	16.17
$β$	0.8752	274.61
$γ$	0.0002	0.03

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

News Impact Curve

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Volatility Forecasts