Roche Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.82% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3358 | 4.66 | |
| 0.0345 | 3.61 | |
| 0.9231 | 38.46 | |
| -0.2853 | -1.04 | |
| 0.2634 | 0.63 | |
| 0.5499 | 2.07 | |
| -1.2054 | -5.01 | |
| 1.0987 | 4.70 | |
| -0.6504 | -3.21 | |
| 0.5434 | 2.66 | |
| -0.6520 | -2.58 | |
| 0.6797 | 1.83 | |
| -0.5280 | -1.48 |
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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