Neptune Petrochemicals Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.75% (-15.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.4403 | 2.71 | |
| 0.2053 | 20.02 | |
| 0.9593 | 76.35 | |
| 3.1555 | 9.94 |
Estimation Period:
Jun 4, 2025 to Feb 6, 2026
Jun 4, 2025 to Feb 6, 2026
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