NOS Nova AS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.41% (-6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.5059 | 4.02 | |
| 0.1214 | 12.26 | |
| 0.9343 | 67.06 | |
| 3.2490 | 7.75 |
Estimation Period:
Jan 27, 2021 to Feb 6, 2026
Jan 27, 2021 to Feb 6, 2026
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