Novartis AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.25% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 10.85 | |
| 0.0499 | 30.18 | |
| 0.9268 | 407.94 | |
| 0.6029 | 24.44 |
Estimation Period:
Nov 7, 1996 to Feb 6, 2026
Nov 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts