Neogen Chemicals Limited AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.85% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5805 | 14.12 | |
| 0.0851 | 16.09 | |
| 0.8341 | 100.02 | |
| -0.6276 | -3.09 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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