Novo Nordisk A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:94.72% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7625 | 7.96 | |
| 0.0863 | 7.17 | |
| 0.7646 | 20.72 | |
| 0.0256 | 0.83 | |
| 0.0397 | 0.83 | |
| -0.1085 | -2.49 | |
| -0.0131 | -0.25 | |
| 0.1281 | 2.23 | |
| -0.1230 | -2.50 | |
| 0.1013 | 1.83 | |
| -0.1102 | -1.72 | |
| 0.1428 | 2.52 | |
| -0.1317 | -3.66 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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