Neogen Chemicals Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.90% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2620 | 8.19 | |
| 0.0623 | 8.48 | |
| 0.9154 | 123.58 | |
| -0.0278 | -2.26 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Neogen Chemicals Limited Analyses
Other GJR-GARCH Analyses on International Equities