V-Lab: Tata Power Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Tata Power Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.59% (-0.72%)

Analysis last updated: Thursday, May 2, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5158	8.32
$α$	0.0789	9.35
$β$	0.9019	90.80
$γ_{1}$	0.0009	4.40

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

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Volatility Forecasts