Roche Holding AG MEM Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.51% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 3.55 | |
| 0.1300 | 19.00 | |
| 0.8535 | 206.42 |
Estimation Period:
Aug 29, 2000 to Feb 13, 2026
Aug 29, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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