Roivant Sciences Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.54% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0042 | -1.13 | |
| -0.0126 | -0.68 | |
| 0.9999 | 656.99 | |
| 0.0164 | 2.85 |
Estimation Period:
Oct 7, 2021 to Feb 6, 2026
Oct 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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