Novartis AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.85% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 13.09 | |
| 0.1637 | 28.49 | |
| 0.9533 | 409.65 | |
| -0.0515 | -8.39 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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