Roche Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.75% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5829 | 8.99 | |
| 0.1022 | 4.63 | |
| 0.6874 | 13.58 | |
| -0.3706 | -3.04 | |
| 0.8568 | 4.43 | |
| -0.9333 | -5.77 | |
| 0.6545 | 4.34 | |
| -0.2288 | -1.69 | |
| 0.1736 | 1.20 | |
| -0.3828 | -2.20 | |
| 0.5466 | 2.14 | |
| -0.5138 | -1.92 |
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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