Roche Holding AG AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.11% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 14.14 | |
| 0.0611 | 33.80 | |
| 0.9009 | 319.23 | |
| 0.5896 | 17.54 |
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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