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V-Lab

Mindtree Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 26, 2023 at 12:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mindtree Ltd SGARCH
paramt-stat
ω1.76621.69
α0.318914.65
β0.667452.79
γ1-0.6779-1.17
γ20.43280.47
γ30.49110.65
γ4-0.1487-0.25
γ5-0.2089-0.40
γ60.08530.16
γ70.21420.45
γ8-0.6753-1.23
γ91.58152.05
γ10-8.7354-8.31
Estimation Period:
Mar 7, 2007 to Jan 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts