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Novartis Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.28% (+0.26%)
Analysis last updated: Sunday, February 8, 2026 at 04:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Novartis Ag S0GARCH
paramt-stat
ω2.47240.01
α0.16470.39
β0.833014.76
γ194.015422.82
γ2-140.8774-23.72
γ357.666920.88
γ4-12.1742-8.29
γ51.58511.40
γ6-0.1192-0.11
γ7-0.2868-0.35
γ80.28640.27
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts