Novabase Sgps Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.40% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2668 | 14.54 | |
| 0.3777 | 39.26 | |
| 0.7918 | 52.17 | |
| -0.0559 | -5.06 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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