Novonesis (Novozymes) B MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.95% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0157 | 3.95 | |
| 0.9232 | 63.00 | |
| 0.0568 | 5.37 | |
| 3.6338 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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