Neptune Wellness Solutions Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2,121.48% (-248.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3853 | 8.60 | |
| 0.1369 | 10.83 | |
| 0.8011 | 76.23 | |
| 0.1240 | 3.08 |
Estimation Period:
Jul 25, 2003 to Dec 26, 2025
Jul 25, 2003 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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