Roche Holding AG MEM Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.43% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 17.58 | |
| 0.2060 | 50.94 | |
| 0.7637 | 212.92 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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