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V-Lab

Novonesis (Novozymes) B Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.37% (-0.14%)
Analysis last updated: Saturday, February 7, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novonesis (Novozymes) B S0GARCH
paramt-stat
ω1.46396.31
α0.05885.17
β0.849320.36
γ1-0.1377-2.20
γ20.31473.47
γ3-0.3128-5.03
γ40.18573.22
γ5-0.0043-0.06
γ6-0.1152-1.26
γ70.08570.88
γ80.02330.29
γ9-0.0636-1.39
Estimation Period:
Dec 12, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts