V-Lab: Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.54% (-0.09%)

Analysis last updated: Wednesday, May 1, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1801	6.00
$α$	0.0859	7.13
$β$	0.8507	45.76
$γ_{1}$	0.0154	0.27
$γ_{2}$	0.0889	1.00
$γ_{3}$	-0.2432	-4.29
$γ_{4}$	0.2690	5.96
$γ_{5}$	-0.2195	-5.41
$γ_{6}$	0.1392	3.57
$γ_{7}$	-0.0549	-1.59
$γ_{8}$	-0.0359	-0.77
$γ_{9}$	0.0738	1.27

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

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Volatility Forecasts