Tata Steel Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.44% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1142 | 16.05 | |
| 0.0681 | 24.95 | |
| 0.9189 | 260.38 |
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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