Vesuvius India Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.32% (+6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1399 | 4.28 | |
| 0.0826 | 26.20 | |
| 0.9798 | 201.24 | |
| 3.9610 | 10.66 |
Estimation Period:
May 11, 1999 to Feb 6, 2026
May 11, 1999 to Feb 6, 2026
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