Automobile Corp Goa Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.01% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0865 | 20.15 | |
| 0.7250 | 43.76 | |
| 0.0472 | 5.09 | |
| 3.5611 | 1.45 | |
| 0.4872 | 2.02 | |
| 0.0747 | 0.15 |
Estimation Period:
Aug 13, 2004 to Feb 6, 2026
Aug 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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