V-Lab
V-Lab

Sun Pharmaceutical Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:20.71% (-1.76%)

Analysis last updated: Thursday, March 28, 2024 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sun Pharmaceutical Industries Ltd S0GARCH
paramt-stat
ω0.76776.24
α0.17537.39
β0.685417.81
γ10.17222.28
γ2-0.4038-3.68
γ30.33674.97
γ4-0.0791-1.12
γ5-0.0981-1.16
γ60.13261.75
γ7-0.0730-1.08
γ80.02730.53
γ9-0.1112-1.78
γ100.17113.54
Estimation Period:
Dec 19, 1994 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts