Novo Nordisk A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:70.48% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.35 | |
| 0.0020 | 0.04 | |
| 0.6750 | 5.65 | |
| 0.0214 | 0.29 |
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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