V-Lab
V-Lab

Sun Pharmaceutical Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:22.41% (-0.69%)

Analysis last updated: Thursday, May 2, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sun Pharmaceutical Industries Ltd SGARCH
paramt-stat
ω0.76396.26
α0.17157.33
β0.686217.62
γ10.18502.49
γ2-0.4291-3.98
γ30.35825.44
γ4-0.0889-1.29
γ5-0.1051-1.25
γ60.15402.00
γ7-0.1006-1.43
γ80.05210.98
γ9-0.1324-1.82
γ100.21441.52
Estimation Period:
Dec 19, 1994 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts