Roche Holding AG AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.26% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 13.62 | |
| 0.0871 | 35.65 | |
| 0.8764 | 454.31 | |
| 0.6693 | 9.65 |
Estimation Period:
May 15, 2000 to Feb 6, 2026
May 15, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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