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

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V-Lab

Larsen & Toubro Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:28.53% (-1.66%)

Analysis last updated: Sunday, May 19, 2024 at 01:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8466	5.53
$α$	0.0872	7.35
$β$	0.8499	46.81
$γ_{1}$	-0.0940	-1.27
$γ_{2}$	0.2867	2.53
$γ_{3}$	-0.3751	-5.54
$γ_{4}$	0.2870	5.86
$γ_{5}$	-0.1177	-2.45
$γ_{6}$	-0.0297	-0.45
$γ_{7}$	0.1115	1.07
$γ_{8}$	-0.1177	-0.98
$γ_{9}$	0.0362	0.54
$γ_{10}$	0.0437	0.48

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

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Volatility Forecasts

Volatility Forecasts