Skip to main content
V-Lab

Rane Brake Linings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rane Brake Linings Ltd SGARCH
paramt-stat
ω0.63545.98
α0.16205.02
β0.696014.77
γ1-0.6091-2.56
γ20.68521.91
γ3-0.0687-0.30
γ40.21180.95
γ5-0.5772-2.50
γ60.62141.95
γ7-0.2944-0.75
γ8-0.2507-0.68
γ90.80502.31
γ10-1.3954-2.83
Estimation Period:
Apr 11, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts