Roche Holding AG MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.27% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.01 | |
| 0.9536 | 538.44 | |
| 0.0714 | 19.37 | |
| 2.7566 | 0.03 | |
| 0.1952 | 0.03 | |
| 0.0000 | 0.00 |
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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