Neo Performance Materials Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.65% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3976 | 9.67 | |
| 0.0854 | 9.02 | |
| 0.7361 | 53.55 | |
| 0.1056 | 3.44 |
Estimation Period:
Dec 8, 2017 to Feb 6, 2026
Dec 8, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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