Bajaj Auto Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.19% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 8.73 | |
| 0.1177 | 22.49 | |
| 0.9846 | 677.60 | |
| -0.0318 | -6.84 |
Estimation Period:
May 26, 2008 to Feb 13, 2026
May 26, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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