Emcure Pharmaceuticals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.56% (-5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8962 | 17.90 | |
| 0.3676 | 7.01 | |
| 0.0823 | 2.41 | |
| -0.0561 | -0.66 |
Estimation Period:
Jul 10, 2024 to Feb 6, 2026
Jul 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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