V-Lab: Tata Power Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Tata Power Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:29.01% (+0.77%)

Analysis last updated: Saturday, May 4, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0923	21.81
$β$	0.7354	58.86
$γ$	0.0528	8.11
$λ_{1}$	0.0374	3.18
$λ_{2}$	0.0343	4.52
$λ_{3}$	0.9602	108.67

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts