Roche Holding AG MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.80% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0132 | 4.83 | |
| 0.9479 | 341.34 | |
| 0.0459 | 13.57 | |
| 2.3527 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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