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V-Lab

Novonesis (Novozymes) B Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.73% (-0.21%)
Analysis last updated: Friday, February 13, 2026 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novonesis (Novozymes) B SGARCH
paramt-stat
ω1.23735.33
α0.10076.44
β0.737518.60
γ1-0.0905-1.21
γ20.30242.87
γ3-0.3805-5.61
γ40.18092.81
γ50.08021.10
γ6-0.2215-2.15
γ70.27402.42
γ8-0.2714-2.95
γ90.22742.16
Estimation Period:
Nov 16, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts