Sun Pharmaceutical Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.70% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0843 | 20.40 | |
| 0.0717 | 15.77 | |
| 0.9009 | 283.91 | |
| 0.0269 | 3.35 |
Estimation Period:
Dec 19, 1994 to Feb 6, 2026
Dec 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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