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Tata Metaliks Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tata Metaliks Ltd S0GARCH
paramt-stat
ω21.99130.65
α0.8340304.61
β0.1652419.30
γ1-0.1593-0.79
γ20.24230.91
γ3-0.1135-0.77
γ40.00520.04
γ50.11710.78
γ6-0.1773-1.00
γ70.03360.13
γ80.27750.43
γ9-40.0742-33.65
γ1079.091277.03
Estimation Period:
Dec 31, 2001 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts