Bank of Baroda MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.59% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1175 | 14.25 | |
| 0.7382 | 64.37 | |
| 0.0294 | 3.28 | |
| 0.1913 | 2.73 | |
| 0.0677 | 3.40 | |
| 0.9084 | 32.33 |
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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