Mazagon Dock Shipbuilders Li Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.64% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0512 | 3.53 | |
| 0.3151 | 4.16 | |
| 0.1271 | 1.55 | |
| 0.3646 | 0.41 | |
| 0.2248 | 0.19 | |
| -1.6153 | -2.05 | |
| 2.3376 | 2.93 | |
| -3.3323 | -3.65 | |
| 3.8610 | 2.34 |
Estimation Period:
Oct 12, 2020 to Feb 6, 2026
Oct 12, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mazagon Dock Shipbuilders Li Analyses
Other Spline-GARCH Analyses on International Equities