V-Lab: Bank of Rajasthan Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Bank of Rajasthan Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:52.96% (-0.45%)

Analysis last updated: Monday, March 1, 2021 at 06:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.6814	10.60
$α$	0.1680	14.92
$β$	0.8374	54.27
$ν$	3.7189	8.50

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