V-Lab
Mahindra & Mahindra Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:27.25% (-0.71%)
Analysis last updated: Friday, May 10, 2024 at 12:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4566 | 7.97 | |
| 0.0577 | 7.50 | |
| 0.9283 | 93.61 | |
| 0.0008 | 1.08 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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