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V-Lab

Neuren Pharmaceuticals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.30% (-12.81%)
Analysis last updated: Saturday, February 7, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neuren Pharmaceuticals Ltd S0GARCH
paramt-stat
ω1.40524.54
α0.18603.99
β0.53825.82
γ10.80484.40
γ2-1.2520-4.35
γ30.50162.63
γ40.07560.41
γ5-0.2752-1.00
γ60.26990.95
γ7-0.2493-0.77
γ80.23700.63
γ9-0.1979-0.80
γ100.13871.24
Estimation Period:
Feb 3, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts