Neogen Chemicals Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.20% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2034 | 2.90 | |
| 0.1916 | 4.24 | |
| -0.1607 | -2.33 | |
| 2.3299 | 0.26 | |
| 0.5568 | 0.28 | |
| 0.1252 | 0.04 |
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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