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Novartis Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.30% (+0.23%)
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 SGARCH
paramt-stat
ω0.23862,385,930.00
α0.13811,381,430.00
β0.86198,618,520.00
γ16.432164,321,210.00
γ2-30.7526-307,525,900.00
γ362.2325622,325,000.00
γ4-64.9428-649,427,900.00
γ535.8183358,183,000.00
γ6-11.9696-119,695,500.00
γ76.244262,442,480.00
γ8-6.8677-68,677,460.00
γ98.016580,164,660.00
γ10-6.3553-63,553,090.00
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts