V-Lab: Maruti Suzuki India Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Maruti Suzuki India Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:20.95% (+2.46%)

Analysis last updated: Sunday, May 5, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7069	8.44
$α$	0.0772	5.49
$β$	0.8548	35.68
$γ_{1}$	0.1862	3.52
$γ_{2}$	-0.2663	-3.21
$γ_{3}$	0.1170	1.46
$γ_{4}$	-0.1019	-1.15
$γ_{5}$	0.1983	2.56
$γ_{6}$	-0.2717	-3.91
$γ_{7}$	0.2029	4.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts