Sun Pharmaceutical Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:20.15% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0837 | 20.35 | |
| 0.0716 | 15.76 | |
| 0.9010 | 283.95 | |
| 0.0272 | 3.38 |
Estimation Period:
Dec 19, 1994 to Feb 20, 2026
Dec 19, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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