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V-Lab

Roche Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.82% (-0.38%)
Analysis last updated: Wednesday, February 11, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Roche Holding AG S0GARCH
paramt-stat
ω1.33584.66
α0.03453.61
β0.923138.46
γ1-0.2853-1.04
γ20.26340.63
γ30.54992.07
γ4-1.2054-5.01
γ51.09874.70
γ6-0.6504-3.21
γ70.54342.66
γ8-0.6520-2.58
γ90.67971.83
γ10-0.5280-1.48
Estimation Period:
May 15, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts