Novartis AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.12% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0396 | 5.29 | |
| 0.0445 | 2.12 | |
| 0.7256 | 4.46 | |
| 0.8752 | 2.96 | |
| -1.3177 | -3.16 | |
| 0.3793 | 1.35 | |
| 0.6458 | 1.57 | |
| -1.6176 | -1.93 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
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