Tata Chemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.35% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3034 | 13.03 | |
| 0.1389 | 17.86 | |
| 0.8209 | 105.76 | |
| -0.0089 | -0.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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