Roche Holding AG GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.34% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 17.57 | |
| 0.0650 | 30.18 | |
| 0.8996 | 274.11 |
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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