Tata Steel Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.44% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0591 | 15.39 | |
| 0.7792 | 102.04 | |
| 0.0565 | 10.16 | |
| 0.3638 | 0.90 | |
| 0.2883 | 1.04 | |
| 0.6655 | 1.98 |
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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