Neuren Pharmaceuticals Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:85.13% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 12.03 | |
| 0.1431 | 18.68 | |
| 0.9714 | 346.29 | |
| -0.0152 | -2.70 |
Estimation Period:
Feb 3, 2005 to Feb 6, 2026
Feb 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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