Novartis Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.64% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 5.42 | |
| 0.0170 | 6.02 | |
| 0.9790 | 510.15 | |
| 0.0024 | 0.55 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
News Impact Curve
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