Nova Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:47.34% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 8.06 | |
| 0.0175 | 8.70 | |
| 0.9786 | 807.38 | |
| 0.0008 | 0.22 |
Estimation Period:
Aug 13, 2011 to Feb 12, 2026
Aug 13, 2011 to Feb 12, 2026
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