Novonesis (Novozymes) B GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.11% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2116 | 17.05 | |
| 0.0394 | 10.94 | |
| 0.8533 | 195.72 | |
| 0.0811 | 7.11 |
Estimation Period:
Nov 16, 2000 to Feb 13, 2026
Nov 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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