V-Lab: Tata Steel Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Tata Steel Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.48% (-0.62%)

Analysis last updated: Wednesday, May 8, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.9793	7.78
$α$	0.0766	28.39
$β$	0.9809	376.41
$ν$	6	7.25

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