PA Nova SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.69% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0356 | 6.31 | |
| 0.1271 | 6.53 | |
| 0.7055 | 15.40 | |
| -0.5882 | -2.55 | |
| 1.0446 | 2.92 | |
| -0.7740 | -3.23 | |
| 0.3997 | 1.92 | |
| -0.1300 | -0.66 | |
| 0.4477 | 2.34 | |
| -1.0005 | -5.21 | |
| 1.0088 | 5.33 | |
| -0.5941 | -2.94 | |
| 0.1113 | 0.42 |
Estimation Period:
Nov 7, 2007 to Feb 6, 2026
Nov 7, 2007 to Feb 6, 2026
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