Sun Pharmaceutical Industries Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.77% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 22.02 | |
| 0.1797 | 37.57 | |
| 0.9768 | 865.20 | |
| -0.0242 | -5.61 |
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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