Maruti Suzuki India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.78% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 14.98 | |
| 0.0371 | 17.54 | |
| 0.9169 | 347.06 | |
| 0.0562 | 6.76 |
Estimation Period:
Jul 9, 2003 to Feb 20, 2026
Jul 9, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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