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V-Lab

Pennar Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.62% (+0.37%)
Analysis last updated: Thursday, February 12, 2026 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pennar Industries Ltd S0GARCH
paramt-stat
ω1.51036.57
α0.13915.48
β0.48645.73
γ10.06620.45
γ2-0.1557-0.72
γ30.49993.02
γ4-0.8130-4.36
γ50.61643.35
γ6-0.3324-1.78
γ70.27061.47
γ8-0.2980-1.80
γ90.19991.33
γ10-0.0655-0.64
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts