Neptune Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.54% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3070 | 3.78 | |
| 0.1061 | 5.28 | |
| 0.8536 | 31.98 | |
| 9.3414 | 5.60 | |
| -13.4339 | -4.84 | |
| 4.2857 | 2.15 | |
| 0.5241 | 0.32 | |
| -1.2266 | -0.86 | |
| 1.0259 | 0.93 | |
| -1.5566 | -1.24 | |
| 2.0468 | 1.56 | |
| -1.4696 | -1.32 | |
| 0.6030 | 0.88 |
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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