NOS Nova AS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.76% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3112 | 2.66 | |
| 0.1003 | 2.52 | |
| 0.5823 | 4.04 | |
| 15.6833 | 3.40 | |
| -25.0717 | -3.37 | |
| 17.9666 | 3.19 | |
| -16.4441 | -2.65 | |
| 13.4532 | 2.47 | |
| -8.7126 | -2.71 | |
| 7.4653 | 2.47 | |
| -8.3276 | -1.95 | |
| -0.2549 | -0.03 |
Estimation Period:
Jan 27, 2021 to Feb 6, 2026
Jan 27, 2021 to Feb 6, 2026
News Impact Curve
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