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V-Lab

Rane Engine Valves Ltd 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 SGARCH
paramt-stat
ω0.68736.59
α0.16186.46
β0.600310.92
γ1-0.7461-2.79
γ20.98672.43
γ3-0.1356-0.60
γ4-0.5368-2.54
γ50.93093.92
γ6-0.7666-2.72
γ70.47481.32
γ8-0.5142-1.53
γ90.59051.93
γ10-0.5994-1.93
Estimation Period:
Apr 11, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts