Novacyt EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.76% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3238 | 12.93 | |
| 0.3375 | 20.18 | |
| 0.9211 | 137.78 | |
| 0.0270 | 2.03 |
Estimation Period:
Nov 1, 2017 to Jan 30, 2026
Nov 1, 2017 to Jan 30, 2026
News Impact Curve
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