Novartis AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.46% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 8.68 | |
| 0.1211 | 29.82 | |
| 0.9722 | 618.87 | |
| -0.0589 | -15.63 |
Estimation Period:
Nov 7, 1996 to Feb 6, 2026
Nov 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts