V-Lab: Bank of Rajasthan Ltd EGARCH Volatility Analysis

V-Lab

Bank of Rajasthan Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:51.54% (-0.99%)

Analysis last updated: Monday, March 1, 2021 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6857	21.68
$α$	0.3852	35.25
$β$	0.7366	61.22
$γ$	-0.0260	-2.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts