Maruti Suzuki India Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.05% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 9.99 | |
| 0.1286 | 24.40 | |
| 0.9812 | 699.33 | |
| -0.0426 | -10.54 |
Estimation Period:
Jul 9, 2003 to Jan 30, 2026
Jul 9, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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