NOS Nova AS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.14% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2620 | 10.04 | |
| 0.2836 | 15.47 | |
| 0.9346 | 130.73 | |
| 0.0216 | 1.27 |
Estimation Period:
Jan 27, 2021 to Feb 6, 2026
Jan 27, 2021 to Feb 6, 2026
News Impact Curve
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