Novartis Ag EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.72% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 5.24 | |
| 0.0518 | 9.56 | |
| 0.9832 | 406.12 | |
| -0.0143 | -2.28 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
News Impact Curve
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