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V-Lab

Tata Coffee Ltd 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 SGARCH
paramt-stat
ω1.31683.85
α0.09073.48
β0.746711.14
γ10.43081.70
γ2-0.7060-1.91
γ30.36851.71
γ4-0.0949-0.45
γ50.00770.03
γ6-0.0740-0.22
γ70.33421.42
γ8-0.7399-4.40
γ90.78693.29
Estimation Period:
Apr 11, 2007 to Jan 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts