Cipla Ltd/India Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.12% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8519 | 7.04 | |
| 0.1411 | 8.88 | |
| 0.7074 | 23.72 | |
| -0.1892 | -3.67 | |
| 0.2966 | 3.82 | |
| -0.2102 | -3.90 | |
| 0.2013 | 3.78 | |
| -0.1738 | -3.58 | |
| 0.1129 | 2.69 | |
| -0.0461 | -1.07 | |
| 0.0239 | 0.54 | |
| -0.0361 | -0.70 | |
| 0.0108 | 0.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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