Roche Holding AG EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.75% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 15.90 | |
| 0.1597 | 39.59 | |
| 0.9651 | 568.70 | |
| -0.0521 | -13.42 |
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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