Roche Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.39% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5232 | 5.55 | |
| 0.0473 | 4.91 | |
| 0.9333 | 69.88 | |
| 0.0154 | 2.31 |
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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