Lupin Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.30% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5244 | 7.68 | |
| 0.1131 | 6.25 | |
| 0.7058 | 13.87 | |
| -0.0238 | -0.33 | |
| 0.0886 | 0.66 | |
| -0.1766 | -1.53 | |
| 0.2343 | 2.96 | |
| -0.1746 | -3.27 | |
| 0.0751 | 1.27 | |
| -0.0659 | -0.99 | |
| 0.0717 | 1.50 |
Estimation Period:
Jan 25, 2002 to Feb 6, 2026
Jan 25, 2002 to Feb 6, 2026
News Impact Curve
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