Bank of Baroda EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.04% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1464 | 14.00 | |
| 0.2355 | 24.33 | |
| 0.9342 | 196.72 | |
| -0.0174 | -3.14 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Baroda Analyses
Other EGARCH Analyses on International Equities