Roche Holding AG GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.35% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 15.21 | |
| 0.0562 | 17.83 | |
| 0.9243 | 346.57 |
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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