Sandoz Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.83% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0949 | 14.79 | |
| 0.0586 | 2.11 | |
| 0.1153 | 3.19 | |
| 1.0000 | 4.20 |
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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