Sandoz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.32% (+4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5858 | 9.98 | |
| 0.0683 | 5.41 | |
| 0.6677 | 26.80 | |
| 0.1481 | 3.30 |
Estimation Period:
Oct 10, 2023 to Feb 6, 2026
Oct 10, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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