Roche Holding AG EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.48% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 7.85 | |
| 0.1045 | 22.73 | |
| 0.9859 | 666.14 | |
| -0.0503 | -9.70 |
Estimation Period:
May 15, 2000 to Feb 6, 2026
May 15, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Roche Holding AG Analyses
Other EGARCH Analyses on International Equities