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Huffaz Seamless Pipes IND LT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:6.09% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huffaz Seamless Pipes IND LT S0GARCH
paramt-stat
ω2.02874.49
α0.232728.19
β0.7630154.20
γ1-0.2741-0.62
γ20.42910.71
γ3-1.9319-1.59
γ45.91001.76
γ5-9.6872-2.60
γ611.46986.67
γ7-9.5621-11.12
γ84.46225.55
Estimation Period:
May 11, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts