V-Lab: Hindustan Unilever Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Hindustan Unilever Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.10% (+2.21%)

Analysis last updated: Wednesday, May 8, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0851	31.97
$α$	0.2344	61.26
$β$	0.7438	171.97
$γ$	-0.0040	-0.63
$δ$	1.0151	35.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts