Novavis Group Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.03% (+7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5949 | 5.09 | |
| 0.1366 | 7.50 | |
| 0.7585 | 25.36 | |
| -0.3045 | -3.47 | |
| 0.5175 | 3.88 | |
| -0.1984 | -1.68 | |
| -0.2077 | -1.69 | |
| 0.3817 | 4.11 | |
| -0.3443 | -3.73 | |
| 0.2346 | 2.48 | |
| -0.0343 | -0.36 | |
| -0.1467 | -1.44 | |
| 0.0606 | 0.45 |
Estimation Period:
Oct 13, 1997 to Feb 6, 2026
Oct 13, 1997 to Feb 6, 2026
News Impact Curve
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