Bajaj Auto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.41% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 10.68 | |
| 0.0293 | 10.84 | |
| 0.9314 | 305.39 | |
| 0.0412 | 5.41 |
Estimation Period:
May 26, 2008 to Jan 30, 2026
May 26, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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