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Tata Steel Long Products Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 20, 2023 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tata Steel Long Products Ltd S0GARCH
paramt-stat
ω2.21596.80
α0.17807.59
β0.673717.46
γ10.20752.69
γ2-0.2915-2.35
γ30.18791.91
γ4-0.1739-1.58
γ5-0.0189-0.16
γ60.41203.82
γ7-0.7316-6.47
γ80.75175.38
γ9-0.5924-4.19
γ100.35153.90
Estimation Period:
Nov 12, 1998 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts