Bank of Baroda MEM Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.49% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3874 | 13.20 | |
| 0.2027 | 36.05 | |
| 0.7557 | 181.09 |
Estimation Period:
Feb 25, 1997 to Jan 30, 2026
Feb 25, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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