Roche Holding AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.55% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2521 | 5.10 | |
| 0.0710 | 38.04 | |
| 0.9847 | 303.91 | |
| 3.9405 | 14.99 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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