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Novacyt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.12% (+8.28%)
Analysis last updated: Wednesday, February 11, 2026 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novacyt S0GARCH
paramt-stat
ω0.30372.77
α0.24795.31
β0.39785.08
γ1-1.0582-2.26
γ21.18111.81
γ3-0.1001-0.31
γ40.46411.81
γ5-1.1500-5.14
γ60.97364.00
γ7-0.5656-2.09
γ80.43002.22
Estimation Period:
Oct 12, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts