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V-Lab

Novartis AG MF2-GARCH 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

19.69%

increased by 0.12%

1 Week

19.63%

increased by 0.06%

1 Month

17.45%

decreased by 2.12%

Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC

Date Range:

from

to

6M ·

All

graph of Novartis AG MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time