Bank of Baroda APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.03% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2351 | 11.85 | |
| 0.1254 | 23.24 | |
| 0.8447 | 113.20 | |
| 0.0720 | 4.14 | |
| 1.3509 | 24.66 |
Estimation Period:
Feb 24, 1997 to Feb 20, 2026
Feb 24, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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