Roche Holding AG APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.47% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 19.49 | |
| 0.0621 | 25.32 | |
| 0.9157 | 341.29 | |
| 0.4665 | 18.48 | |
| 1.2862 | 32.30 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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