Aurobindo Pharma Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.36% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3611 | 9.84 | |
| 0.0497 | 8.71 | |
| 0.8538 | 157.23 | |
| 0.1074 | 6.41 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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