Tata Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.75% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1095 | 16.84 | |
| 0.0546 | 10.60 | |
| 0.9209 | 245.57 | |
| 0.0246 | 3.45 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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