Skip to main content
V-Lab

PA Nova SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.47% (-0.58%)
Analysis last updated: Tuesday, February 10, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PA Nova SA S0GARCH
paramt-stat
ω1.05476.40
α0.12696.54
β0.707415.60
γ1-0.5575-2.40
γ20.99482.76
γ3-0.7384-3.07
γ40.36921.76
γ5-0.1052-0.53
γ60.43182.25
γ7-0.9995-5.22
γ81.03625.61
γ9-0.6813-3.88
γ100.36132.76
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts