Tata Motors Passenger Vehicles Limited AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.23% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2292 | 18.88 | |
| 0.0924 | 32.93 | |
| 0.8784 | 234.48 | |
| 0.5379 | 8.28 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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