Neptune Petrochemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.79% (-4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5430 | 2.80 | |
| 0.0687 | 5.24 | |
| 0.8242 | 19.46 | |
| 0.2142 | 2.05 |
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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