Novartis India Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.05% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 21.60 | |
| 0.1318 | 18.62 | |
| 0.9765 | 811.07 | |
| 0.0157 | 4.53 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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