Bank of Baroda MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.75% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1178 | 14.24 | |
| 0.7360 | 64.07 | |
| 0.0294 | 3.26 | |
| 0.1917 | 2.71 | |
| 0.0690 | 3.42 | |
| 0.9069 | 31.90 |
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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