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

V-Lab

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V-Lab

Tata Power Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:26.27% (+0.81%)

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
$ω$	1.6804	8.05
$α$	0.0808	9.34
$β$	0.8983	86.84
$γ_{1}$	0.0021	3.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts