Neptune Petrochemicals Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:87.69% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 31.76 | |
| 0.9703 | 87.71 | |
| -0.0594 | -3.91 | |
| 10.5246 |
Estimation Period:
Jun 4, 2025 to Jan 30, 2026
Jun 4, 2025 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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