Novartis AG EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
23.62%
decreased by 1.50%
1 Week
25.37%
increased by 0.25%
1 Month
25.62%
increased by 0.50%
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 | |
|---|---|---|
| 1.1687 | 8.11 | |
| 0.3082 | 4.90 | |
| -0.2134 | -1.52 | |
| 0.1095 | 2.17 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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