PA Nova SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.96% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1627 | 12.11 | |
| 0.0422 | 11.06 | |
| 0.9027 | 204.56 | |
| 0.0614 | 8.00 |
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Nov 7, 2007 to Feb 6, 2026
News Impact Curve
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