V-Lab: Cipla Ltd/India GJR-GARCH Volatility Analysis

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V-Lab

Cipla Ltd/India GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.32% (-0.73%)

Analysis last updated: Sunday, May 5, 2024 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1850	20.25
$α$	0.0966	20.15
$β$	0.8639	252.16
$γ$	0.0139	1.45

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

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Volatility Forecasts