Bank of Baroda GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.35% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4546 | 15.65 | |
| 0.1016 | 17.45 | |
| 0.8340 | 123.92 | |
| 0.0252 | 2.89 |
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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