Novartis India Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.24% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1224 | 6.03 | |
| 0.1375 | 6.94 | |
| 0.6680 | 15.10 | |
| 0.0327 | 0.43 | |
| 0.0067 | 0.05 | |
| -0.0920 | -1.17 | |
| 0.1057 | 1.92 | |
| -0.1093 | -1.98 | |
| 0.1330 | 2.24 | |
| -0.1566 | -2.65 | |
| 0.1636 | 3.22 | |
| -0.1569 | -3.03 | |
| 0.1032 | 2.61 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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