V-Lab: Hindustan Unilever Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hindustan Unilever Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.33% (-0.13%)

Analysis last updated: Sunday, April 21, 2024 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9839	3.30
$α$	0.1395	7.27
$β$	0.7339	22.08
$γ_{1}$	-0.1006	-1.21
$γ_{2}$	0.2290	2.09
$γ_{3}$	-0.2375	-4.22
$γ_{4}$	0.1647	3.43
$γ_{5}$	-0.0917	-2.41
$γ_{6}$	0.0418	0.80
$γ_{7}$	-0.0017	-0.03
$γ_{8}$	0.0090	0.16
$γ_{9}$	-0.0348	-0.61
$γ_{10}$	0.0388	0.93

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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