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Tata Steel Long Products Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 20, 2023 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tata Steel Long Products Ltd SGARCH
paramt-stat
ω2.31797.10
α0.17477.56
β0.672116.89
γ10.25073.29
γ2-0.3584-2.92
γ30.22612.32
γ4-0.1957-1.80
γ5-0.0081-0.07
γ60.40283.78
γ7-0.7093-6.26
γ80.69064.82
γ9-0.4391-2.75
γ10-0.0606-0.31
Estimation Period:
Nov 12, 1998 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts