Roche Holding AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.73% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.7816 | 7.42 | |
| 0.0491 | 51.38 | |
| 0.9990 | 5,774.57 | |
| 5.5109 | 11.62 |
Estimation Period:
May 15, 2000 to Feb 6, 2026
May 15, 2000 to Feb 6, 2026
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