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V-Lab

PA Nova SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.69% (-1.19%)
Analysis last updated: Sunday, February 8, 2026 at 03:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PA Nova SA SGARCH
paramt-stat
ω1.03566.31
α0.12716.53
β0.705515.40
γ1-0.5882-2.55
γ21.04462.92
γ3-0.7740-3.23
γ40.39971.92
γ5-0.1300-0.66
γ60.44772.34
γ7-1.0005-5.21
γ81.00885.33
γ9-0.5941-2.94
γ100.11130.42
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts