Novonix Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.78% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4614 | 16.69 | |
| 0.2613 | 22.40 | |
| 0.8726 | 109.19 | |
| 0.0618 | 4.50 |
Estimation Period:
Dec 2, 2015 to Feb 6, 2026
Dec 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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