NOS Nova AS GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.31% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5688 | 10.32 | |
| 0.1596 | 11.31 | |
| 0.8302 | 63.51 | |
| -0.0232 | -0.71 |
Estimation Period:
Jan 27, 2021 to Feb 6, 2026
Jan 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities