Roche Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.16% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 6.63 | |
| 0.0146 | 8.75 | |
| 0.9429 | 386.12 | |
| 0.0557 | 10.56 |
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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