Novartis AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.17% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0770 | 15.33 | |
| 0.0404 | 13.89 | |
| 0.8785 | 238.08 | |
| 0.0690 | 8.87 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities