V-Lab: Bank of Rajasthan Ltd Asy. Power MEM Volatility Analysis

V-Lab

Bank of Rajasthan Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:36.35% (+0.60%)

Analysis last updated: Wednesday, April 8, 2015 at 04:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	2.98
$α$	0.1484	11.12
$β$	0.7274	26.81
$γ$	-0.1242	-3.40
$δ$	2.7355	9.47

Estimation Period:
Aug 20, 2009 to Aug 23, 2010

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts