Neurizer Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:27.65% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 7.19 | |
| 0.1565 | 13.13 | |
| 0.9900 | 625.79 | |
| -0.0476 | -3.76 |
Estimation Period:
Mar 17, 2005 to May 30, 2025
Mar 17, 2005 to May 30, 2025
News Impact Curve
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