Lupin Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.79% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4918 | 7.55 | |
| 0.1121 | 6.21 | |
| 0.7093 | 13.95 | |
| -0.0362 | -0.49 | |
| 0.1081 | 0.80 | |
| -0.1892 | -1.64 | |
| 0.2437 | 3.09 | |
| -0.1808 | -3.33 | |
| 0.0778 | 1.22 | |
| -0.0634 | -0.78 | |
| 0.0568 | 0.57 |
Estimation Period:
Jan 25, 2002 to Feb 6, 2026
Jan 25, 2002 to Feb 6, 2026
News Impact Curve
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