V-Lab: Tata Steel Ltd Spline-GARCH Volatility Analysis

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V-Lab

Tata Steel Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.27% (+0.18%)

Analysis last updated: Sunday, April 21, 2024 at 02:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8437	5.90
$α$	0.0818	8.00
$β$	0.8739	56.24
$γ_{1}$	-0.2424	-2.87
$γ_{2}$	0.4123	3.25
$γ_{3}$	-0.3053	-4.22
$γ_{4}$	0.2059	3.62
$γ_{5}$	-0.0355	-0.67
$γ_{6}$	-0.1509	-2.89
$γ_{7}$	0.2392	4.14
$γ_{8}$	-0.2172	-3.05
$γ_{9}$	0.2283	1.93
$γ_{10}$	-0.5034	-2.15

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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