Novonix Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:82.14% (-5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4434 | 7.13 | |
| 0.1729 | 9.01 | |
| 0.8752 | 49.84 | |
| 0.0744 | 4.09 |
Estimation Period:
Feb 2, 2022 to Feb 6, 2026
Feb 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts