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Mcnally Bharat Engineering Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mcnally Bharat Engineering S0GARCH
paramt-stat
ω1.07643.17
α0.29391.21
β0.70612.91
γ1-1.4396-0.54
γ21.55920.54
γ3-0.2973-0.82
γ40.39161.50
γ5-0.4684-2.09
γ60.60513.27
γ7-0.6737-2.77
γ80.61261.23
γ9-2.2519-0.93
γ103.73970.94
Estimation Period:
Jul 3, 2003 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts