Novavis Group Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.22% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1749 | 13.80 | |
| 0.0648 | 16.44 | |
| 0.9198 | 279.65 | |
| 0.0166 | 2.19 |
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Oct 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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