Neptune Petrochemicals Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.88% (+20.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4701 | 3.28 | |
| 0.7614 | 10.99 | |
| 0.2771 | 11.22 | |
| 1.9208 | 31.66 |
Estimation Period:
Jun 4, 2025 to Feb 6, 2026
Jun 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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