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

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V-Lab

Hindustan Unilever Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:34.44% (+19.93%)

Analysis last updated: Thursday, May 9, 2024 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9134	3.16
$α$	0.1419	7.21
$β$	0.7165	20.00
$γ_{1}$	-0.1419	-1.68
$γ_{2}$	0.2951	2.66
$γ_{3}$	-0.2816	-5.09
$γ_{4}$	0.1988	4.21
$γ_{5}$	-0.1168	-3.20
$γ_{6}$	0.0561	1.14
$γ_{7}$	-0.0018	-0.03
$γ_{8}$	-0.0123	-0.22
$γ_{9}$	0.0287	0.44
$γ_{10}$	-0.1449	-1.67

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts