Novartis AG Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
23.05%
increased by 4.53%
1 Week
27.52%
increased by 9.00%
1 Month
38.21%
increased by 19.69%
Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 2.66 | |
| 0.1584 | 0.00 | |
| 0.1405 | 0.88 | |
| 0.9998 | 0.00 | |
| 2.8695 | 2.18 |
Estimation Period:
Oct 16, 2025 to May 29, 2026
Oct 16, 2025 to May 29, 2026
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