Roche Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.16% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4265 | 4.52 | |
| 0.0893 | 9.02 | |
| 0.8625 | 55.61 | |
| 0.0421 | 3.57 | |
| -0.0576 | -3.60 | |
| 0.0135 | 1.41 | |
| 0.0119 | 1.35 | |
| -0.0154 | -2.35 |
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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