V-Lab
Bank of Baroda GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:34.91% (-1.27%)
Analysis last updated: Saturday, May 18, 2024 at 01:07 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4858 | 14.57 | |
| 0.0970 | 18.37 | |
| 0.8338 | 117.64 | |
| 0.0311 | 3.55 |
Estimation Period:
Feb 24, 1997 to May 10, 2024
Feb 24, 1997 to May 10, 2024
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