V-Lab: Bank of Rajasthan Ltd GJR-GARCH Volatility Analysis

V-Lab

Bank of Rajasthan Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 24th, 2010:49.09% (-1.62%)

Analysis last updated: Monday, March 1, 2021 at 05:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8326	23.44
$α$	0.1919	14.30
$β$	0.4885	30.20
$γ$	0.0908	3.47

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts