Bank of Baroda AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.25% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6592 | 24.72 | |
| 0.1450 | 36.39 | |
| 0.7775 | 162.79 | |
| 0.3578 | 5.75 |
Estimation Period:
Feb 24, 1997 to Jan 30, 2026
Feb 24, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Baroda Analyses
Other AGARCH Analyses on International Equities