V-Lab: Bank of Rajasthan Ltd MEM Volatility Analysis

V-Lab

Bank of Rajasthan Ltd MEM Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:31.25% (-0.52%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2220	8.02
$α$	0.5049	4.74
$β$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts