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V-Lab

Reliance Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 15, 2025 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reliance Capital Ltd S0GARCH
paramt-stat
ω64.81345.45
α0.62011,291.92
β0.3793882.20
γ10.09803.81
γ2-0.1208-3.12
γ30.05572.05
γ4-0.0751-2.99
γ50.10893.09
γ6-4.2616-85.30
γ78.3333208.06
Estimation Period:
Aug 16, 1990 to Feb 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts