Bank of Baroda GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.92% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4542 | 15.65 | |
| 0.1018 | 17.46 | |
| 0.8339 | 123.82 | |
| 0.0251 | 2.87 |
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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