Novavax Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:87.79% (-7.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2442 | 11.44 | |
| 0.2506 | 21.53 | |
| 0.9361 | 157.56 | |
| 0.0077 | 1.16 |
Estimation Period:
Dec 5, 1995 to Feb 6, 2026
Dec 5, 1995 to Feb 6, 2026
News Impact Curve
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