Tata Steel Long Products Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3179 | 7.10 | |
| 0.1747 | 7.56 | |
| 0.6721 | 16.89 | |
| 0.2507 | 3.29 | |
| -0.3584 | -2.92 | |
| 0.2261 | 2.32 | |
| -0.1957 | -1.80 | |
| -0.0081 | -0.07 | |
| 0.4028 | 3.78 | |
| -0.7093 | -6.26 | |
| 0.6906 | 4.82 | |
| -0.4391 | -2.75 | |
| -0.0606 | -0.31 |
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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