V-Lab: Bank of Baroda GAS-GARCH Student T Volatility Analysis

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V-Lab

Bank of Baroda GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:34.84% (-1.80%)

Analysis last updated: Saturday, May 18, 2024 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.2174	6.01
$α$	0.0729	25.16
$β$	0.9768	230.64
$ν$	5	7.47

Estimation Period:
Feb 24, 1997 to May 10, 2024