Tata Steel Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.81% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 16.75 | |
| 0.0710 | 23.37 | |
| 0.9151 | 231.80 | |
| 0.3674 | 8.22 |
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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