Roche Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.75% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 2.61 | |
| 0.0025 | 1.49 | |
| 0.9343 | 660.30 | |
| 0.0985 | 5.23 |
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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