Bank of Baroda AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.59% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6640 | 24.77 | |
| 0.1447 | 36.41 | |
| 0.7772 | 162.59 | |
| 0.3611 | 5.79 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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