V-Lab
Tata Consultancy Services Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:19.82% (-0.37%)
Analysis last updated: Sunday, May 5, 2024 at 12:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1211 | 19.17 | |
| 0.0720 | 14.36 | |
| 0.8679 | 253.83 | |
| 0.0517 | 4.80 |
Estimation Period:
Aug 25, 2004 to May 3, 2024
Aug 25, 2004 to May 3, 2024
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