V-Lab: Wipro Ltd MF2-GARCH Volatility Analysis

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V-Lab

Wipro Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:21.13% (+0.84%)

Analysis last updated: Saturday, May 18, 2024 at 01:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1321	32.43
$β$	0.6941	95.24
$γ$	0.0373	5.57
$λ_{1}$	0.0059	2.23
$λ_{2}$	0.0172	5.62
$λ_{3}$	0.9817	287.90

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts