V-Lab: Tata Steel Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Tata Steel Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:37.29% (+2.84%)

Analysis last updated: Thursday, May 9, 2024 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1063	17.15
$α$	0.2272	72.64
$β$	0.7406	195.62
$γ$	0.0676	11.24
$δ$	0.7384	15.30

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts