Sandoz Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.78% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3790 | 5.83 | |
| 0.3716 | 6.64 | |
| 0.7310 | 18.26 | |
| -0.2867 | -5.21 |
Estimation Period:
May 14, 2025 to Feb 6, 2026
May 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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