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Piramal Enterprises Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 23, 2025 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Piramal Enterprises Ltd SGARCH
paramt-stat
ω1.85597.09
α0.14968.21
β0.699620.50
γ10.14962.76
γ2-0.2098-2.31
γ30.14752.01
γ4-0.1461-2.24
γ50.00840.11
γ60.15932.39
γ7-0.1849-3.22
γ80.16752.91
γ9-0.2178-3.96
γ100.24943.12
Estimation Period:
Sep 16, 1994 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts