Novonesis (Novozymes) B GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.02% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0986 | 5.01 | |
| 0.0113 | 3.50 | |
| 0.9342 | 292.50 | |
| 0.0568 | 4.64 |
Estimation Period:
Dec 12, 2000 to Feb 6, 2026
Dec 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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