Novartis AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.15%
decreased by 1.88%
1 Week
25.26%
decreased by 0.77%
1 Month
25.68%
decreased by 0.35%
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 | |
|---|---|---|
| 1.5465 | 3.99 | |
| 0.2593 | 1.03 | |
| 0.2852 | 1.96 | |
| -0.2593 | -0.98 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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