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Rane Engine Valves Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rane Engine Valves Ltd S0GARCH
paramt-stat
ω0.70176.85
α0.16346.46
β0.582810.30
γ1-0.7151-2.71
γ20.94342.35
γ3-0.1227-0.55
γ4-0.5282-2.54
γ50.90803.88
γ6-0.7373-2.67
γ70.43831.25
γ8-0.4532-1.40
γ90.46141.67
γ10-0.2470-1.34
Estimation Period:
Apr 11, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts