Millat Tractors Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.20% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0904 | 5.50 | |
| 0.2104 | 7.17 | |
| 0.5313 | 8.83 | |
| -0.2578 | -2.13 | |
| 0.3672 | 2.02 | |
| -0.1074 | -0.71 | |
| -0.0609 | -0.33 | |
| 0.0816 | 0.49 | |
| 0.0106 | 0.07 | |
| -0.0287 | -0.19 | |
| 0.0273 | 0.18 | |
| -0.1470 | -0.96 | |
| 0.1815 | 1.71 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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