Bank of Baroda APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.95% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2365 | 11.85 | |
| 0.1252 | 23.23 | |
| 0.8448 | 113.36 | |
| 0.0718 | 4.13 | |
| 1.3564 | 24.71 |
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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