Tarapur Transformers Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.63% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1001 | 12.07 | |
| 0.2363 | 14.39 | |
| 0.9672 | 318.16 | |
| 0.0102 | 0.99 |
Estimation Period:
May 18, 2010 to Feb 6, 2026
May 18, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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