Novo Nordisk A/S EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.68% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 3.87 | |
| 0.0455 | 5.89 | |
| 0.9715 | 189.86 | |
| -0.0405 | -5.58 |
Estimation Period:
Sep 15, 1999 to Feb 6, 2026
Sep 15, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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