Tata Steel Long Products Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2159 | 6.80 | |
| 0.1780 | 7.59 | |
| 0.6737 | 17.46 | |
| 0.2075 | 2.69 | |
| -0.2915 | -2.35 | |
| 0.1879 | 1.91 | |
| -0.1739 | -1.58 | |
| -0.0189 | -0.16 | |
| 0.4120 | 3.82 | |
| -0.7316 | -6.47 | |
| 0.7517 | 5.38 | |
| -0.5924 | -4.19 | |
| 0.3515 | 3.90 |
Estimation Period:
Nov 12, 1998 to Nov 17, 2023
Nov 12, 1998 to Nov 17, 2023
News Impact Curve
Volatility Forecasts
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