Skip to main content
V-Lab

Novavis Group Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.49% (+6.67%)
Analysis last updated: Sunday, February 8, 2026 at 02:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novavis Group Sa S0GARCH
paramt-stat
ω0.63445.34
α0.13427.49
β0.758225.01
γ1-0.2670-3.09
γ20.46473.52
γ3-0.1795-1.54
γ4-0.2065-1.69
γ50.36803.97
γ6-0.3247-3.52
γ70.21072.23
γ8-0.0001-0.00
γ9-0.2112-2.18
γ100.22233.33
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts