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Tata Coffee Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 25, 2024 at 12:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tata Coffee Ltd S0GARCH
paramt-stat
ω1.30393.78
α0.09093.48
β0.747211.17
γ10.41371.61
γ2-0.6785-1.83
γ30.35051.63
γ4-0.0823-0.39
γ5-0.0014-0.00
γ6-0.0646-0.19
γ70.31971.37
γ8-0.7126-4.60
γ90.72116.82
Estimation Period:
Apr 11, 2007 to Jan 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts