V-Lab: Tata Steel Ltd MF2-GARCH Volatility Analysis

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V-Lab

Tata Steel Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.54% (-0.40%)

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
$m$	66
$α$	0.0596	16.37
$β$	0.8076	121.29
$γ$	0.0452	8.27
$λ_{1}$	0.3365	1.06
$λ_{2}$	0.2518	1.20
$λ_{3}$	0.7073	2.79

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts