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V-Lab

Neptune Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.54% (+0.41%)
Analysis last updated: Sunday, February 15, 2026 at 01:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neptune Co S0GARCH
paramt-stat
ω1.30703.78
α0.10615.28
β0.853631.98
γ19.34145.60
γ2-13.4339-4.84
γ34.28572.15
γ40.52410.32
γ5-1.2266-0.86
γ61.02590.93
γ7-1.5566-1.24
γ82.04681.56
γ9-1.4696-1.32
γ100.60300.88
Estimation Period:
Jun 18, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts