Bajaj Auto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.85% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 10.67 | |
| 0.0293 | 10.87 | |
| 0.9317 | 307.18 | |
| 0.0410 | 5.41 |
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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