Neptune Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.04% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 5.39 | |
| 0.1244 | 6.53 | |
| 0.9813 | 261.61 | |
| 0.0394 | 3.51 |
Estimation Period:
Jun 18, 2015 to Feb 6, 2026
Jun 18, 2015 to Feb 6, 2026
News Impact Curve
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