Novartis AG APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.40% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 20.89 | |
| 0.0584 | 25.24 | |
| 0.9252 | 403.66 | |
| 0.4447 | 20.68 | |
| 1.4069 | 28.50 |
Estimation Period:
Nov 7, 1996 to Feb 6, 2026
Nov 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Depositary Receipts