Roche Holding AG AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.74% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 16.53 | |
| 0.0776 | 41.97 | |
| 0.8916 | 349.80 | |
| 0.4503 | 13.76 |
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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