Roche Holding AG MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.49% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 3.86 | |
| 0.1270 | 24.09 | |
| 0.8601 | 226.39 |
Estimation Period:
Sep 27, 2001 to Feb 13, 2026
Sep 27, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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