Novem Group S.A. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.85% (-5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7939 | 5.36 | |
| 0.2436 | 4.04 | |
| 0.0000 | 0.00 | |
| 1.8321 | 0.47 | |
| -2.9402 | -0.47 | |
| -3.8241 | -0.79 | |
| 12.3014 | 2.73 | |
| -13.0467 | -3.07 | |
| 11.1119 | 2.66 | |
| -10.5357 | -2.80 | |
| 6.9605 | 1.78 | |
| 1.9502 | 0.40 |
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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