Novonesis (Novozymes) B GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.51% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1367 | 7.30 | |
| 0.0346 | 6.81 | |
| 0.9087 | 98.90 | |
| 0.0130 | 1.44 |
Estimation Period:
Mar 23, 2018 to Feb 13, 2026
Mar 23, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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