Bank of Baroda MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.28% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1181 | 14.16 | |
| 0.7359 | 64.28 | |
| 0.0294 | 3.24 | |
| 0.1839 | 2.76 | |
| 0.0701 | 3.60 | |
| 0.9069 | 33.29 |
Estimation Period:
Feb 24, 1997 to Jan 30, 2026
Feb 24, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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