V-Lab
Maruti Suzuki India Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.49% (-0.82%)
Analysis last updated: Sunday, April 21, 2024 at 01:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 8.38 | |
| 0.0709 | 30.20 | |
| 0.9081 | 364.54 | |
| 0.7986 | 14.01 |
Estimation Period:
Jul 9, 2003 to Apr 19, 2024
Jul 9, 2003 to Apr 19, 2024
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