Neogen Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.21% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8799 | 7.70 | |
| 0.1035 | 6.83 | |
| 0.7713 | 23.71 | |
| -0.2074 | -5.23 | |
| 0.2943 | 4.74 | |
| -0.1159 | -2.84 | |
| -0.0078 | -0.23 | |
| 0.1131 | 3.26 | |
| -0.1314 | -3.68 | |
| 0.0906 | 2.65 | |
| -0.0515 | -1.40 | |
| 0.0420 | 0.70 | |
| 0.0334 | 0.32 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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