Tata Coffee Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3168 | 3.85 | |
| 0.0907 | 3.48 | |
| 0.7467 | 11.14 | |
| 0.4308 | 1.70 | |
| -0.7060 | -1.91 | |
| 0.3685 | 1.71 | |
| -0.0949 | -0.45 | |
| 0.0077 | 0.03 | |
| -0.0740 | -0.22 | |
| 0.3342 | 1.42 | |
| -0.7399 | -4.40 | |
| 0.7869 | 3.29 |
Estimation Period:
Apr 11, 2007 to Jan 19, 2024
Apr 11, 2007 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
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