V-Lab: Cipla Ltd/India GAS-GARCH Student T Volatility Analysis

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V-Lab

Cipla Ltd/India GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:24.70% (+3.82%)

Analysis last updated: Thursday, May 9, 2024 at 02:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7207	5.19
$α$	0.0870	28.63
$β$	0.9777	232.44
$ν$	4	11.96

Estimation Period:
Jan 1, 1990 to May 3, 2024