Modem auto detects baud rate when we press a AT command number of times. Modem baud get set to baud rate at which PC serial is comm. So for this Mr.Patil has to set PC serial port baud rate to 9600 and try to get OK response. If he gets that then it means his modem baud rate is now set to 9600 and he can use it with MCU (but afterward he then should not try to get OK response at other baud rate setting)

But Automa Baud detection work some / doesn't work some time.
Best solution is to get OK response by changing PC baud rate and then using that baus rate set Modem baud rate to 9600.