V-Lab
Bank of Baroda APARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:35.05% (-1.88%)
Analysis last updated: Saturday, May 18, 2024 at 01:07 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2243 | 13.19 | |
| 0.1251 | 23.62 | |
| 0.8440 | 107.62 | |
| 0.0908 | 5.09 | |
| 1.2405 | 26.19 |
Estimation Period:
Feb 24, 1997 to May 10, 2024
Feb 24, 1997 to May 10, 2024
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