Tata Steel Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.68% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0592 | 15.40 | |
| 0.7789 | 101.78 | |
| 0.0565 | 10.15 | |
| 0.3635 | 0.90 | |
| 0.2882 | 1.04 | |
| 0.6656 | 1.98 |
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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