Tata Motors Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0540 | 8.18 | |
| 0.1025 | 3.61 | |
| 0.6186 | 6.30 | |
| 0.3943 | 1.40 | |
| -0.8381 | -1.63 | |
| 0.7658 | 1.88 | |
| -0.3860 | -1.43 | |
| -0.1451 | -0.69 | |
| 0.7227 | 3.44 | |
| -0.8845 | -4.10 | |
| 0.3119 | 1.41 | |
| -0.0018 | -0.01 | |
| 0.1530 | 0.49 |
Estimation Period:
Jul 20, 2009 to Oct 11, 2024
Jul 20, 2009 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
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