Umang Dairies Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:61.38% (+8.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9676 | 6.04 | |
| 0.1424 | 4.28 | |
| 0.3868 | 3.61 | |
| 0.4876 | 2.99 | |
| -0.5807 | -2.36 | |
| 0.0355 | 0.19 | |
| 0.1310 | 0.75 | |
| 0.0004 | 0.00 | |
| -0.2881 | -1.62 | |
| 0.4745 | 2.69 | |
| -0.3819 | -3.00 |
Estimation Period:
May 4, 2011 to Jun 20, 2025
May 4, 2011 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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