Novonix Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:77.10% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1259 | 16.10 | |
| 0.8167 | 35.99 | |
| -0.1259 | -11.45 | |
| 10.0000 | 0.16 | |
| 0.0000 | 0.00 | |
| 0.6685 | 0.34 |
Estimation Period:
Feb 2, 2022 to Feb 6, 2026
Feb 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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