Novartis India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.70% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0713 | 18.38 | |
| 0.0482 | 19.76 | |
| 0.9432 | 357.67 | |
| -0.0066 | -1.35 |
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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