Novartis AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.07% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 17.54 | |
| 0.0556 | 29.58 | |
| 0.9211 | 361.38 |
Estimation Period:
Nov 7, 1996 to Feb 6, 2026
Nov 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Depositary Receipts