Roche Holding AG AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.89% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2770 | 13.54 | |
| 0.1451 | 16.87 | |
| 0.7611 | 308.03 | |
| 0.6037 | 9.96 |
Estimation Period:
Nov 21, 2000 to Feb 6, 2026
Nov 21, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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