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V-Lab

Millat Tractors Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.28% (-1.45%)
Analysis last updated: Sunday, February 8, 2026 at 02:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Millat Tractors Ltd SGARCH
paramt-stat
ω1.04235.40
α0.21157.17
β0.51968.51
γ1-0.2877-2.41
γ20.41102.29
γ3-0.1275-0.85
γ4-0.0539-0.30
γ50.08060.50
γ60.01170.08
γ7-0.0281-0.19
γ80.01200.08
γ9-0.0928-0.53
γ100.01750.08
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts