Tata Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.32% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 24.52 | |
| 0.1532 | 27.17 | |
| 0.9799 | 971.16 | |
| -0.0192 | -3.85 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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