V-Lab: Bank of Rajasthan Ltd APARCH Volatility Analysis

V-Lab

Bank of Rajasthan Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:51.16% (-0.91%)

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
$ω$	1.0000	10.69
$α$	0.2089	28.37
$β$	0.6088	41.59
$γ$	0.0582	2.95
$δ$	1.1291	16.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts