Novartis Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.28% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4724 | 0.01 | |
| 0.1647 | 0.39 | |
| 0.8330 | 14.76 | |
| 94.0154 | 22.82 | |
| -140.8774 | -23.72 | |
| 57.6669 | 20.88 | |
| -12.1742 | -8.29 | |
| 1.5851 | 1.40 | |
| -0.1192 | -0.11 | |
| -0.2868 | -0.35 | |
| 0.2864 | 0.27 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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