Novonesis (Novozymes) B Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.85% (+7.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2585 | 5.36 | |
| 0.1001 | 6.48 | |
| 0.7411 | 19.00 | |
| -0.0753 | -1.01 | |
| 0.2776 | 2.64 | |
| -0.3658 | -5.39 | |
| 0.1760 | 2.73 | |
| 0.0755 | 1.04 | |
| -0.2088 | -2.02 | |
| 0.2514 | 2.21 | |
| -0.2292 | -2.50 | |
| 0.1334 | 2.29 |
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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