Novabase Sgps Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.96% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2047 | 15.33 | |
| 0.3402 | 20.61 | |
| 0.0971 | 4.76 | |
| 1.8136 | 0.26 | |
| 0.4949 | 0.24 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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