Zenith Drugs Limited EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
50.77%
decreased by 3.93%
1 Week
55.95%
increased by 1.25%
1 Month
59.97%
increased by 5.27%
Analysis last updated: Thursday, May 21, 2026 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9455 | 4.23 | |
| 0.3368 | 7.92 | |
| 0.6506 | 8.06 | |
| -0.0096 | -0.24 |
Estimation Period:
Feb 27, 2024 to May 15, 2026
Feb 27, 2024 to May 15, 2026
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