V-Lab: Bank of Baroda MF2-GARCH Volatility Analysis

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V-Lab

Bank of Baroda MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.87% (-0.34%)

Analysis last updated: Sunday, May 5, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1124	14.71
$β$	0.7643	69.31
$γ$	0.0353	4.19
$λ_{1}$	0.1412	3.19
$λ_{2}$	0.0425	3.21
$λ_{3}$	0.9408	51.40

Estimation Period:
Feb 24, 1997 to May 3, 2024

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