Zenith Drugs Limited GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
51.32%
decreased by 4.39%
1 Week
56.64%
increased by 0.93%
1 Month
60.58%
increased by 4.87%
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 | |
|---|---|---|
| 5.0000 | 7.59 | |
| 0.1826 | 6.72 | |
| 0.4392 | 10.02 | |
| 0.1013 | 1.41 |
Estimation Period:
Feb 27, 2024 to May 15, 2026
Feb 27, 2024 to May 15, 2026
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