PA Nova SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.82% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0800 | 12.37 | |
| 0.1393 | 17.89 | |
| 0.9657 | 358.58 | |
| -0.0454 | -6.86 |
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Nov 7, 2007 to Feb 6, 2026
News Impact Curve
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