Nova Iron & Steel Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.98% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9459 | 4.76 | |
| 0.1946 | 6.94 | |
| 0.8052 | 28.93 | |
| 0.0058 | 0.00 | |
| -1.4782 | -0.42 | |
| 2.1994 | 1.24 | |
| -0.8899 | -0.86 | |
| 0.2375 | 0.25 | |
| -0.1557 | -0.11 | |
| -3.7094 | -1.75 | |
| 14.0773 | 3.51 | |
| -28.5924 | -2.30 | |
| 38.9692 | 1.91 |
Estimation Period:
Jun 11, 2010 to Feb 6, 2026
Jun 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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