Roche Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.94% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 21.24 | |
| 0.0411 | 17.42 | |
| 0.9023 | 383.45 | |
| 0.0641 | 11.36 |
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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