V-Lab: Bajaj Auto Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Bajaj Auto Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.83% (+1.76%)

Analysis last updated: Sunday, April 28, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0768	17.11
$α$	0.2034	42.95
$β$	0.7513	118.17
$γ$	0.0559	6.96
$δ$	0.5359	7.79

Estimation Period:
May 26, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts