Novavax Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:95.29% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8358 | 6.42 | |
| 0.0695 | 3.47 | |
| 0.8872 | 21.11 | |
| 0.0117 | 0.48 | |
| -0.0143 | -0.35 | |
| -0.0196 | -0.55 | |
| 0.0848 | 2.79 | |
| -0.1207 | -3.88 | |
| 0.0735 | 2.72 |
Estimation Period:
Dec 5, 1995 to Feb 6, 2026
Dec 5, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Novavax Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities