Novartis AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.54% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9505 | 5.68 | |
| 0.0371 | 1.90 | |
| 0.7385 | 4.25 | |
| 0.5065 | 2.90 | |
| -0.9575 | -3.99 | |
| 0.8440 | 5.17 | |
| -0.5771 | -3.82 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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