Neptune Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.61% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 4.18 | |
| 0.0551 | 9.57 | |
| 0.9481 | 204.50 | |
| -0.0063 | -0.94 |
Estimation Period:
Jun 18, 2015 to Feb 13, 2026
Jun 18, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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