Roche Holding AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.76% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 2.32 | |
| 0.0797 | 10.24 | |
| 0.9886 | 412.45 | |
| -0.0292 | -4.09 |
Estimation Period:
Nov 21, 2000 to Feb 13, 2026
Nov 21, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Roche Holding AG Analyses
Other EGARCH Analyses on International Equities