V-Lab: Bank of Baroda Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Bank of Baroda Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:39.32% (-0.76%)

Analysis last updated: Saturday, May 18, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1681	17.68
$α$	0.2124	55.70
$β$	0.7479	147.36
$γ$	0.0388	5.17
$δ$	0.9612	17.14

Estimation Period:
Feb 25, 1997 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts