Novonix Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.24% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1843 | 26.94 | |
| 0.7132 | 56.72 | |
| -0.0914 | -6.34 | |
| 3.2356 | 0.11 | |
| 0.0044 | 0.12 | |
| 0.8969 | 0.94 |
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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