Novartis AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.21% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 14.96 | |
| 0.0167 | 9.75 | |
| 0.9283 | 433.97 | |
| 0.0674 | 12.24 |
Estimation Period:
Nov 7, 1996 to Feb 6, 2026
Nov 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts