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V-Lab

Nova Iron & Steel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.77% (-1.61%)
Analysis last updated: Saturday, February 7, 2026 at 11:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nova Iron & Steel Ltd S0GARCH
paramt-stat
ω1.77744.59
α0.14997.02
β0.754423.39
γ11.96732.83
γ2-2.9945-2.44
γ31.39541.59
γ4-0.4675-1.00
γ50.13050.51
γ6-0.0701-0.32
γ7-0.1378-0.65
γ80.88992.65
γ9-1.5682-2.02
γ101.20971.50
Estimation Period:
Jun 11, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts