Neptune Petrochemicals Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.91% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1125 | 0.54 | |
| 0.0371 | 2.10 | |
| 0.9629 | 28.16 |
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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