Novo Nordisk A/S EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.84% (-20.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5795 | 4.81 | |
| -0.1992 | -1.56 | |
| 0.0498 | 0.32 | |
| -0.2456 | -1.87 |
Estimation Period:
May 26, 2025 to Feb 6, 2026
May 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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