V-Lab: Bank of Rajasthan Ltd AGARCH Volatility Analysis

V-Lab

Bank of Rajasthan Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:47.49% (-3.80%)

Analysis last updated: Wednesday, April 8, 2015 at 04:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1459	25.70
$α$	0.2395	28.37
$β$	0.4570	29.71
$γ$	0.2458	2.69

Estimation Period:
Apr 6, 1995 to Aug 23, 2010

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts