Cipla Ltd/India Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.26% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8937 | 7.14 | |
| 0.1419 | 8.93 | |
| 0.7117 | 24.23 | |
| -0.1595 | -2.97 | |
| 0.2458 | 3.03 | |
| -0.1701 | -3.05 | |
| 0.1665 | 3.08 | |
| -0.1458 | -2.97 | |
| 0.0920 | 2.14 | |
| -0.0326 | -0.74 | |
| 0.0199 | 0.46 | |
| -0.0457 | -1.18 | |
| 0.0475 | 1.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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