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V-Lab

Umang Dairies Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:61.38% (+8.91%)
Analysis last updated: Friday, June 27, 2025 at 11:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umang Dairies Ltd S0GARCH
paramt-stat
ω1.96766.04
α0.14244.28
β0.38683.61
γ10.48762.99
γ2-0.5807-2.36
γ30.03550.19
γ40.13100.75
γ50.00040.00
γ6-0.2881-1.62
γ70.47452.69
γ8-0.3819-3.00
Estimation Period:
May 4, 2011 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts