Novacyt GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.23% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8153 | 10.91 | |
| 0.1850 | 10.85 | |
| 0.7960 | 75.35 | |
| 0.0108 | 0.37 |
Estimation Period:
Nov 1, 2017 to Feb 6, 2026
Nov 1, 2017 to Feb 6, 2026
News Impact Curve
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