V-Lab: Maruti Suzuki India Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Maruti Suzuki India Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.22% (-0.93%)

Analysis last updated: Wednesday, May 8, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1784	3.77
$α$	0.0642	31.20
$β$	0.9914	422.75
$ν$	5	7.68

Estimation Period:
Jul 9, 2003 to May 3, 2024