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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.1268 | 0.00 | |
| 0.7855 | 0.00 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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