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V-Lab

Roche Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.26% (+1.50%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Roche Holding AG SGARCH
paramt-stat
ω1.59109.04
α0.10594.67
β0.658811.41
γ1-0.3803-3.18
γ20.88144.65
γ3-0.9635-6.08
γ40.68284.62
γ5-0.2555-1.92
γ60.20981.40
γ7-0.4518-2.19
γ80.69491.89
γ9-0.9203-1.54
Estimation Period:
Nov 21, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts