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V-Lab

NOS Nova AS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.76% (-1.36%)
Analysis last updated: Sunday, February 8, 2026 at 01:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of NOS Nova AS SGARCH
paramt-stat
ω2.31122.66
α0.10032.52
β0.58234.04
γ115.68333.40
γ2-25.0717-3.37
γ317.96663.19
γ4-16.4441-2.65
γ513.45322.47
γ6-8.7126-2.71
γ77.46532.47
γ8-8.3276-1.95
γ9-0.2549-0.03
Estimation Period:
Jan 27, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts