Novartis AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.79%
decreased by 1.00%
1 Week
23.47%
increased by 0.68%
1 Month
23.88%
increased by 1.09%
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 | |
|---|---|---|
| 1.1307 | 4.18 | |
| 0.2015 | 1.03 | |
| 0.0000 | 0.00 | |
| 0.8709 | 0.76 |
Estimation Period:
Oct 16, 2025 to Jun 5, 2026
Oct 16, 2025 to Jun 5, 2026
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