Cipla Ltd/India Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.78% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8513 | 7.04 | |
| 0.1408 | 8.87 | |
| 0.7081 | 23.74 | |
| -0.1905 | -3.69 | |
| 0.2988 | 3.83 | |
| -0.2117 | -3.91 | |
| 0.2021 | 3.78 | |
| -0.1737 | -3.56 | |
| 0.1118 | 2.64 | |
| -0.0449 | -1.04 | |
| 0.0235 | 0.53 | |
| -0.0369 | -0.71 | |
| 0.0163 | 0.18 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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