Novartis AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.25% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1168 | 9.60 | |
| 0.0756 | 8.43 | |
| 0.8808 | 68.88 | |
| 0.0002 | 1.37 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Novartis AG Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities