Novartis Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.30% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2386 | 2,385,930.00 | |
| 0.1381 | 1,381,430.00 | |
| 0.8619 | 8,618,520.00 | |
| 6.4321 | 64,321,210.00 | |
| -30.7526 | -307,525,900.00 | |
| 62.2325 | 622,325,000.00 | |
| -64.9428 | -649,427,900.00 | |
| 35.8183 | 358,183,000.00 | |
| -11.9696 | -119,695,500.00 | |
| 6.2442 | 62,442,480.00 | |
| -6.8677 | -68,677,460.00 | |
| 8.0165 | 80,164,660.00 | |
| -6.3553 | -63,553,090.00 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
News Impact Curve
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