Mcnally Bharat Engineering Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0764 | 3.17 | |
| 0.2939 | 1.21 | |
| 0.7061 | 2.91 | |
| -1.4396 | -0.54 | |
| 1.5592 | 0.54 | |
| -0.2973 | -0.82 | |
| 0.3916 | 1.50 | |
| -0.4684 | -2.09 | |
| 0.6051 | 3.27 | |
| -0.6737 | -2.77 | |
| 0.6126 | 1.23 | |
| -2.2519 | -0.93 | |
| 3.7397 | 0.94 |
Estimation Period:
Jul 3, 2003 to May 30, 2025
Jul 3, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
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