Novartis Ag AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.75% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 12.85 | |
| 0.1712 | 32.32 | |
| 0.7941 | 136.00 | |
| -0.0334 | -0.81 |
Estimation Period:
Mar 13, 2008 to Jan 30, 2026
Mar 13, 2008 to Jan 30, 2026
News Impact Curve
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