V-Lab: Larsen & Toubro Ltd APARCH Volatility Analysis

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V-Lab

Larsen & Toubro Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:33.15% (-1.13%)

Analysis last updated: Sunday, May 19, 2024 at 01:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1357	5.61
$α$	0.0749	13.63
$β$	0.9046	312.25
$γ$	0.0184	1.40
$δ$	1.9825	19.10

Estimation Period:
Jan 1, 1990 to May 17, 2024

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Volatility Forecasts