V-Lab: Mahindra & Mahindra Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Mahindra & Mahindra Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:30.41% (+0.69%)

Analysis last updated: Saturday, May 11, 2024 at 05:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0910	13.76
$α$	0.1581	50.77
$β$	0.8316	275.38
$γ$	0.0408	6.23
$δ$	1.5464	23.15

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts