Maruti Suzuki India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.63% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5587 | 8.19 | |
| 0.0755 | 5.61 | |
| 0.8550 | 35.53 | |
| 0.0768 | 1.92 | |
| -0.1064 | -1.64 | |
| 0.0126 | 0.27 | |
| 0.0828 | 2.13 | |
| -0.1505 | -3.46 | |
| 0.1857 | 3.05 |
Estimation Period:
Jul 9, 2003 to Feb 13, 2026
Jul 9, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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