Bank of Baroda AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.71% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6646 | 24.76 | |
| 0.1450 | 36.38 | |
| 0.7767 | 161.95 | |
| 0.3602 | 5.78 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Baroda Analyses
Other AGARCH Analyses on International Equities