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

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Huffaz Seamless Pipes IND LT SGARCH
paramt-stat
ω6.51352.97
α0.487776.17
β0.511166.31
γ1-0.5122-0.98
γ20.68761.00
γ3-0.2703-0.87
γ40.21440.73
γ5-0.4597-0.96
γ60.68380.64
γ7-0.6085-0.36
γ80.05110.03
γ96.73655.04
γ10-61.9822-29.69
Estimation Period:
May 11, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts