Mcnally Bharat Engineering GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4.40% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.8060 | 2.07 | |
| 0.1038 | 73.63 | |
| 0.9990 | 2,034.62 | |
| 8.6103 | 19.87 |
Estimation Period:
Jul 3, 2003 to May 30, 2025
Jul 3, 2003 to May 30, 2025
Other Mcnally Bharat Engineering Analyses
Other GAS-GARCH Student T Analyses on International Equities