Cipla Ltd/India GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:23.21% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 20.68 | |
| 0.0961 | 20.89 | |
| 0.8653 | 261.50 | |
| 0.0146 | 1.59 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Cipla Ltd/India Analyses
Other GJR-GARCH Analyses on International Equities