Neptune Petrochemicals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.72% (-6.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1495 | 3.38 | |
| 0.4707 | 2.54 | |
| 0.5265 | 2.79 | |
| -9.1055 | -3.17 |
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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