Tata Motors Passenger Vehicles Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.68% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 22.34 | |
| 0.1650 | 30.23 | |
| 0.9715 | 640.85 | |
| -0.0251 | -5.28 |
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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