Novartis AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.86% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7565 | 5.99 | |
| 0.0548 | 26.68 | |
| 0.9848 | 348.49 | |
| 5.3419 | 6.23 |
Estimation Period:
Nov 7, 1996 to Feb 6, 2026
Nov 7, 1996 to Feb 6, 2026
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