Mazagon Dock Shipbuilders Li MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.65% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2240 | 9.70 | |
| 0.2133 | 4.85 | |
| 0.0334 | 0.72 | |
| 1.0087 | 0.57 | |
| 0.1429 | 0.57 | |
| 0.7614 | 1.96 |
Estimation Period:
Oct 12, 2020 to Feb 6, 2026
Oct 12, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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