PA Nova SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.62% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0765 | 14.71 | |
| 0.7320 | 62.04 | |
| 0.0788 | 8.80 | |
| 0.6125 | 0.73 | |
| 0.2936 | 0.80 | |
| 0.5953 | 1.14 |
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Nov 7, 2007 to Feb 6, 2026
News Impact Curve
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