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Tata Motors Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 16, 2024 at 08:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tata Motors Ltd S0GARCH
paramt-stat
ω1.04988.23
α0.10153.53
β0.61205.99
γ10.37771.35
γ2-0.8083-1.58
γ30.74411.83
γ4-0.3749-1.40
γ5-0.1456-0.70
γ60.71743.43
γ7-0.8807-4.11
γ80.31901.47
γ9-0.0362-0.18
γ100.27091.76
Estimation Period:
Jul 20, 2009 to Oct 11, 2024
Impact of return on volatility tomorrow
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