Roche Holding AG APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.66% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 5.68 | |
| 0.0272 | 5.16 | |
| 0.9268 | 300.03 | |
| 0.7627 | 11.73 | |
| 2.3366 | 12.27 |
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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