Skip to main content
V-Lab

Tata Motors Ltd 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 SGARCH
paramt-stat
ω1.05408.18
α0.10253.61
β0.61866.30
γ10.39431.40
γ2-0.8381-1.63
γ30.76581.88
γ4-0.3860-1.43
γ5-0.1451-0.69
γ60.72273.44
γ7-0.8845-4.10
γ80.31191.41
γ9-0.0018-0.01
γ100.15300.49
Estimation Period:
Jul 20, 2009 to Oct 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts