PA Nova SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.92% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1617 | 9.41 | |
| 0.0817 | 26.47 | |
| 0.8851 | 206.41 | |
| 0.7421 | 7.71 |
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Nov 7, 2007 to Feb 6, 2026
News Impact Curve
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