Novartis AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.20%
decreased by 0.93%
1 Week
26.50%
increased by 0.37%
1 Month
26.74%
increased by 0.61%
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 | |
|---|---|---|
| 2.8530 | 8.31 | |
| 0.0951 | 0.89 | |
| 0.0000 | 0.00 | |
| 4.4705 | 0.34 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
Other Novartis AG Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts