Novacyt GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.29% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2876 | 14.37 | |
| 0.1165 | 10.78 | |
| 0.8560 | 113.20 | |
| -0.0403 | -3.03 |
Estimation Period:
Oct 12, 2012 to Feb 6, 2026
Oct 12, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities