PA Nova SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.47% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0547 | 6.40 | |
| 0.1269 | 6.54 | |
| 0.7074 | 15.60 | |
| -0.5575 | -2.40 | |
| 0.9948 | 2.76 | |
| -0.7384 | -3.07 | |
| 0.3692 | 1.76 | |
| -0.1052 | -0.53 | |
| 0.4318 | 2.25 | |
| -0.9995 | -5.22 | |
| 1.0362 | 5.61 | |
| -0.6813 | -3.88 | |
| 0.3613 | 2.76 |
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Nov 7, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PA Nova SA Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities