Ultra Tech Cement Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.92% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0315 | 10.71 | |
| 0.8223 | 86.81 | |
| 0.0837 | 16.81 | |
| 0.0081 | 1.54 | |
| 0.0171 | 2.90 | |
| 0.9804 | 143.45 |
Estimation Period:
Aug 24, 2004 to Feb 6, 2026
Aug 24, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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