Novartis AG MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.40% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.9762 | 32.78 | |
| 0.0186 | 0.86 | |
| 0.0185 | 0.07 | |
| 0.0052 | 0.05 | |
| 0.9834 | 3.49 |
Estimation Period:
Jan 10, 2013 to Jan 30, 2026
Jan 10, 2013 to Jan 30, 2026
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