Novartis AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.99% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6216 | 8.31 | |
| 0.0690 | 28.48 | |
| 0.9731 | 272.03 | |
| 4.9238 | 7.64 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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