Sun Pharmaceutical Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.30% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7106 | 5.72 | |
| 0.1614 | 8.47 | |
| 0.7090 | 21.46 | |
| 0.0774 | 1.12 | |
| -0.2462 | -2.40 | |
| 0.2508 | 3.82 | |
| -0.0479 | -0.83 | |
| -0.1280 | -1.66 | |
| 0.1945 | 2.18 | |
| -0.1436 | -1.42 | |
| 0.0217 | 0.22 | |
| 0.0063 | 0.09 | |
| 0.0505 | 1.22 |
Estimation Period:
Dec 19, 1994 to Jan 30, 2026
Dec 19, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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