Roche Holding AG GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.81% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 8.30 | |
| 0.0426 | 17.65 | |
| 0.9420 | 344.80 |
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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