Neuren Pharmaceuticals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.30% (-12.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4052 | 4.54 | |
| 0.1860 | 3.99 | |
| 0.5382 | 5.82 | |
| 0.8048 | 4.40 | |
| -1.2520 | -4.35 | |
| 0.5016 | 2.63 | |
| 0.0756 | 0.41 | |
| -0.2752 | -1.00 | |
| 0.2699 | 0.95 | |
| -0.2493 | -0.77 | |
| 0.2370 | 0.63 | |
| -0.1979 | -0.80 | |
| 0.1387 | 1.24 |
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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