Tata Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.85% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1144 | 16.75 | |
| 0.0711 | 23.33 | |
| 0.9150 | 231.25 | |
| 0.3668 | 8.20 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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