V-Lab: Wipro Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Wipro Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:17.48% (+1.21%)

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
$ω$	1.3516	3.73
$α$	0.1391	7.84
$β$	0.7509	24.44
$γ_{1}$	-0.1823	-1.40
$γ_{2}$	0.3412	1.94
$γ_{3}$	-0.3203	-4.14
$γ_{4}$	0.2646	3.69
$γ_{5}$	-0.1387	-1.92
$γ_{6}$	0.0527	0.95
$γ_{7}$	-0.0590	-1.12
$γ_{8}$	0.1442	2.20
$γ_{9}$	-0.1696	-2.12
$γ_{10}$	0.0126	0.12

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

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Volatility Forecasts

Volatility Forecasts