Bajaj Auto Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.67% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 8.73 | |
| 0.1178 | 22.50 | |
| 0.9845 | 675.71 | |
| -0.0318 | -6.82 |
Estimation Period:
May 26, 2008 to Feb 6, 2026
May 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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