Roivant Sciences Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:57.80% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1873 | 7.08 | |
| 0.0406 | 5.47 | |
| 0.9374 | 219.49 | |
| 0.0318 | 1.32 |
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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