Novartis AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.35% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4442 | 4.32 | |
| 0.0657 | 7.28 | |
| 0.9496 | 68.33 | |
| 4.5320 | 2.51 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
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