Bajaj Auto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.19% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 10.75 | |
| 0.0293 | 10.88 | |
| 0.9318 | 307.71 | |
| 0.0409 | 5.41 |
Estimation Period:
May 26, 2008 to Feb 20, 2026
May 26, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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