NOS Nova AS MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.17% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1110 | 10.24 | |
| 0.8221 | 52.23 | |
| 0.0741 | 2.84 | |
| 8.7913 | 0.88 | |
| 0.0000 | 0.00 | |
| 0.8274 | 3.61 |
Estimation Period:
Jan 27, 2021 to Feb 6, 2026
Jan 27, 2021 to Feb 6, 2026
News Impact Curve
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