Is your antenna mast installed?
From the Nox Owner Manual:
Compass
The vehicle may have a compass
display on the Driver Information
Center (DIC). The compass receives
its heading and other information
from the Global Positioning
System (GPS) antenna, StabiliTrak,
and vehicle speed information.
Avoid covering the GPS antenna for
long periods of time with objects
that may interfere with the antenna's
ability to receive a satellite signal.
See Multi-Band Antenna on
page 7‑18 for the location of the
vehicle's antenna. The compass
system is designed to operate for a
certain number of miles or degrees
of turn before needing a signal from
the GPS satellites. When the
compass display shows CAL, drive
the vehicle for a short distance in an
open area where it can receive a
GPS signal. The compass system
will automatically determine when a
GPS signal is restored and provide
a heading again. See Compass
Messages on page 5‑24 for more
information on the messages that
may be displayed for the compass.
Multi-Band Antenna
The multi-band antenna is on the
roof of the vehicle. The antenna is
used for the AM‐FM radio, OnStar,
the XM Satellite Radio Service
System, and GPS (Global
Positioning System), if the vehicle
has these features. Keep the
antenna clear of obstructions for
clear reception