Roche Holding AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.91% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7681 | 7.44 | |
| 0.0646 | 25.27 | |
| 0.9769 | 278.95 | |
| 5.0561 | 7.05 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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