Novartis AG GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
23.68%
decreased by 0.92%
1 Week
25.55%
increased by 0.95%
1 Month
26.00%
increased by 1.40%
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 | |
|---|---|---|
| 2.1679 | 11.54 | |
| 0.2004 | 4.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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