Bajaj Auto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.42% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 10.69 | |
| 0.0293 | 10.88 | |
| 0.9318 | 308.03 | |
| 0.0410 | 5.42 |
Estimation Period:
May 26, 2008 to Feb 13, 2026
May 26, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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