Bank of Baroda EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.64% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1464 | 14.00 | |
| 0.2360 | 24.35 | |
| 0.9342 | 196.62 | |
| -0.0173 | -3.12 |
Estimation Period:
Feb 24, 1997 to Feb 13, 2026
Feb 24, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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