Novartis AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.76% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1712 | 8.20 | |
| 0.0632 | 12.21 | |
| 0.7476 | 37.53 | |
| 1.3973 | 9.85 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
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