Novartis India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.43% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1880 | 6.19 | |
| 0.1375 | 7.05 | |
| 0.6721 | 15.41 | |
| 0.0359 | 0.47 | |
| 0.0090 | 0.07 | |
| -0.1080 | -1.35 | |
| 0.1287 | 2.31 | |
| -0.1335 | -2.40 | |
| 0.1540 | 2.56 | |
| -0.1729 | -2.89 | |
| 0.1756 | 3.31 | |
| -0.1654 | -2.64 | |
| 0.1101 | 1.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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