V-Lab: Hindalco Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hindalco Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:28.09% (-0.31%)

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
$ω$	1.6698	4.70
$α$	0.0879	7.29
$β$	0.8543	50.65
$γ_{1}$	0.1326	4.82
$γ_{2}$	-0.2184	-5.13
$γ_{3}$	0.1582	3.78
$γ_{4}$	-0.1118	-3.30
$γ_{5}$	0.0460	1.99
$γ_{6}$	-0.0081	-0.43
$γ_{7}$	0.0045	0.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts