Novo Nordisk A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:96.77% (-6.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7422 | 7.95 | |
| 0.0880 | 6.91 | |
| 0.7530 | 19.48 | |
| 0.0157 | 0.51 | |
| 0.0551 | 1.16 | |
| -0.1151 | -2.67 | |
| -0.0159 | -0.31 | |
| 0.1387 | 2.49 | |
| -0.1354 | -2.79 | |
| 0.1065 | 1.92 | |
| -0.0965 | -1.48 | |
| 0.0901 | 1.46 | |
| 0.0282 | 0.36 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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