V-Lab
V-Lab

Maruti Suzuki India Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:22.40% (-1.05%)

Analysis last updated: Thursday, March 28, 2024 at 02:54 AM UTC

Date Range:

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to

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graph of Maruti Suzuki India Ltd S0GARCH
paramt-stat
ω1.66948.24
α0.07945.69
β0.850534.27
γ10.18092.58
γ2-0.2126-1.77
γ30.00210.02
γ40.05510.45
γ5-0.0794-0.84
γ60.21532.62
γ7-0.3673-4.67
γ80.30675.36
Estimation Period:
Jul 9, 2003 to Mar 22, 2024
Impact of return on volatility tomorrow
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