As mentioned by others this is not an uncommon issue, and additionally you always have tight deadlines to meet so there is pressure to say 2 days if indeed it takes 4 days to get it right. Some things that I have seen work
1. Invest time up front - make sure you take the time to scope the work properly (this could be an hour or two), to truly understand all the needs (data needed, sources for data which could add to timeline, analysis to be done, interviews to be conducted etc.) Write down the tasks as well as the friction points and provide a reasonable expectation for both
2. Try and add a buffer - It is very likely that you have overlooked sources of delay in your planning so it is always useful to add a buffer
3. Have a backup plan in case something does not materialize - e.g., alternative data sources.
4. Do not be afraid to tell the truth! - Sometimes we are scared that we will be percieved as slow or inefficient. Get over the fear and be clear about why you think the task will take the requisite amount of time. Listen to any advice you get from your manager, but at least now they are fully aware of the dependencies and frictions involved
Hope this help,