Bank of Baroda GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.88% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1111 | 5.10 | |
| 0.0662 | 28.05 | |
| 0.9829 | 272.94 | |
| 4.5469 | 8.25 |
Estimation Period:
Feb 24, 1997 to Feb 6, 2026
Feb 24, 1997 to Feb 6, 2026
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