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Roche Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.75% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Roche Holding AG S0GARCH
paramt-stat
ω1.58298.99
α0.10224.63
β0.687413.58
γ1-0.3706-3.04
γ20.85684.43
γ3-0.9333-5.77
γ40.65454.34
γ5-0.2288-1.69
γ60.17361.20
γ7-0.3828-2.20
γ80.54662.14
γ9-0.5138-1.92
Estimation Period:
Nov 21, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts