Tata Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.30% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 24.51 | |
| 0.1530 | 27.15 | |
| 0.9799 | 973.12 | |
| -0.0192 | -3.86 |
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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