SMI Volatility Index

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This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	26
$α$	0.0639	18.05
$β$	0.7745	73.46
$γ$	0.0822	14.50
$λ_{1}$	0.0119	4.06
$λ_{2}$	0.0231	4.25
$λ_{3}$	0.9705	149.24

V-Lab

Roche Holding AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.01% (-0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roche Holding AG Analyses