V-Lab
Tata Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:28.61% (-0.70%)
Analysis last updated: Sunday, April 21, 2024 at 02:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1165 | 16.83 | |
| 0.0705 | 22.13 | |
| 0.9161 | 223.38 | |
| 0.3535 | 7.50 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Tata Steel Ltd Analyses