Roche Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.26% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5910 | 9.04 | |
| 0.1059 | 4.67 | |
| 0.6588 | 11.41 | |
| -0.3803 | -3.18 | |
| 0.8814 | 4.65 | |
| -0.9635 | -6.08 | |
| 0.6828 | 4.62 | |
| -0.2555 | -1.92 | |
| 0.2098 | 1.40 | |
| -0.4518 | -2.19 | |
| 0.6949 | 1.89 | |
| -0.9203 | -1.54 |
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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