Maruti Suzuki India Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.75% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0312 | 13.88 | |
| 0.8628 | 107.51 | |
| 0.0768 | 16.27 | |
| 0.0047 | 1.63 | |
| 0.0072 | 2.58 | |
| 0.9913 | 273.83 |
Estimation Period:
Jul 9, 2003 to Jan 30, 2026
Jul 9, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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