V-Lab
Tata Motors Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:28.05% (+0.04%)
Analysis last updated: Saturday, May 4, 2024 at 12:07 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 11.57 | |
| 0.0274 | 9.94 | |
| 0.9526 | 395.92 | |
| 0.0167 | 3.37 |
Estimation Period:
Jul 20, 2009 to Apr 30, 2024
Jul 20, 2009 to Apr 30, 2024
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