V-Lab
Sun Pharmaceutical Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:18.84% (+0.26%)
Analysis last updated: Wednesday, May 15, 2024 at 04:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7384 | 5.96 | |
| 0.1714 | 7.41 | |
| 0.6882 | 17.97 | |
| 0.1521 | 2.01 | |
| -0.3745 | -3.41 | |
| 0.3233 | 4.82 | |
| -0.0708 | -1.02 | |
| -0.1091 | -1.28 | |
| 0.1497 | 1.89 | |
| -0.0918 | -1.25 | |
| 0.0383 | 0.72 | |
| -0.1081 | -1.90 | |
| 0.1627 | 3.43 |
Estimation Period:
Dec 19, 1994 to May 10, 2024
Dec 19, 1994 to May 10, 2024
News Impact Curve
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