V-Lab: Wipro Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Wipro Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:20.62% (+1.00%)

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
$ω$	1.4860	3.80
$α$	0.1380	7.87
$β$	0.7519	25.21
$γ_{1}$	-0.1396	-1.05
$γ_{2}$	0.2751	1.52
$γ_{3}$	-0.2770	-3.51
$γ_{4}$	0.2281	3.18
$γ_{5}$	-0.1090	-1.52
$γ_{6}$	0.0316	0.57
$γ_{7}$	-0.0496	-0.95
$γ_{8}$	0.1515	2.33
$γ_{9}$	-0.2068	-2.77
$γ_{10}$	0.1271	2.36

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

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