Novem Group S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.80% (+6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4530 | 8.45 | |
| 0.0665 | 7.31 | |
| 0.8683 | 89.36 | |
| 0.0341 | 1.53 |
Estimation Period:
Jul 19, 2021 to Feb 6, 2026
Jul 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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