Neptune Petrochemicals Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.04% (-5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2334 | 5.62 | |
| 0.4449 | 8.06 | |
| 0.9304 | 57.44 | |
| -0.2151 | -8.61 |
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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