V-Lab: Bank of Rajasthan Ltd GARCH Volatility Analysis

V-Lab

Bank of Rajasthan Ltd GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:49.93% (-1.50%)

Analysis last updated: Monday, March 1, 2021 at 06:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7777	23.89
$α$	0.2260	27.14
$β$	0.4990	31.92

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts