Tata Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.24% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1098 | 16.86 | |
| 0.0548 | 10.60 | |
| 0.9208 | 245.27 | |
| 0.0246 | 3.44 |
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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