Bank of Baroda GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.78% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4494 | 15.85 | |
| 0.1124 | 24.16 | |
| 0.8358 | 124.34 |
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 GARCH Analyses on International Equities