Maruti Suzuki India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.59% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 15.00 | |
| 0.0371 | 17.52 | |
| 0.9168 | 346.87 | |
| 0.0567 | 6.80 |
Estimation Period:
Jul 9, 2003 to Feb 6, 2026
Jul 9, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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