Tata Steel Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.17% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 24.52 | |
| 0.1533 | 27.19 | |
| 0.9799 | 970.16 | |
| -0.0191 | -3.84 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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