V-Lab
Sun Pharmaceutical Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.47% (-0.84%)
Analysis last updated: Sunday, May 5, 2024 at 12:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1240 | 22.11 | |
| 0.0834 | 15.99 | |
| 0.8811 | 254.14 | |
| 0.0299 | 3.12 |
Estimation Period:
Dec 19, 1994 to May 3, 2024
Dec 19, 1994 to May 3, 2024
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