Skip to main content
V-Lab

Ujjivan Financial Services Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 15, 2024 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ujjivan Financial Services SGARCH
paramt-stat
ω55.90560.30
α0.67901.05
β0.32090.49
γ1-0.0449-0.00
γ2-46.8205-0.29
γ391.93850.25
γ4-57.6197-0.13
γ521.21420.05
γ616.29590.05
γ7-40.9783-0.14
γ8-70.0579-0.25
γ9343.94210.59
γ10-1,137.4530-2.57
Estimation Period:
May 10, 2016 to Oct 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts