Cipla Ltd/India GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.40% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1734 | 20.69 | |
| 0.0960 | 20.84 | |
| 0.8650 | 260.86 | |
| 0.0152 | 1.65 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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