Roche Holding AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.87% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9451 | 6.61 | |
| 0.0537 | 51.99 | |
| 0.9990 | 5,459.02 | |
| 5.4816 | 15.88 |
Estimation Period:
Nov 21, 2000 to Feb 6, 2026
Nov 21, 2000 to Feb 6, 2026
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