V-Lab
Sun Pharmaceutical Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:21.71% (-0.71%)
Analysis last updated: Thursday, May 2, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7589 | 6.35 | |
| 0.1708 | 7.29 | |
| 0.6840 | 17.31 | |
| 0.1648 | 2.25 | |
| -0.3916 | -3.66 | |
| 0.3299 | 4.98 | |
| -0.0755 | -1.10 | |
| -0.1036 | -1.24 | |
| 0.1431 | 1.85 | |
| -0.0856 | -1.21 | |
| 0.0345 | 0.66 | |
| -0.1072 | -1.85 | |
| 0.1622 | 3.42 |
Estimation Period:
Dec 19, 1994 to Apr 30, 2024
Dec 19, 1994 to Apr 30, 2024
News Impact Curve
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