Tata Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.37% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 16.85 | |
| 0.0547 | 10.60 | |
| 0.9208 | 245.42 | |
| 0.0246 | 3.45 |
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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