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V-Lab

Reliance Capital Ltd 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 SGARCH
paramt-stat
ω47.20880.75
α0.52432.11
β0.47531.92
γ1-0.0582-0.81
γ20.19251.70
γ3-0.2550-3.25
γ40.24303.71
γ5-0.2476-3.21
γ60.33161.85
γ7-4.6462-0.70
γ8-7.7055-0.37
γ951.11560.96
γ10-90.9780-2.63
Estimation Period:
Aug 16, 1990 to Feb 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts