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V-Lab

Novonesis (Novozymes) B Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.99% (-0.15%)
Analysis last updated: Saturday, February 7, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novonesis (Novozymes) B SGARCH
paramt-stat
ω1.42896.06
α0.05865.45
β0.863428.93
γ1-0.1583-2.44
γ20.34693.66
γ3-0.3328-5.05
γ40.20113.30
γ5-0.0168-0.23
γ6-0.1021-1.05
γ70.05200.52
γ80.10680.94
γ9-0.2526-0.78
Estimation Period:
Dec 12, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts