Roche Holding AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.71% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0615 | 17.77 | |
| 0.0234 | 12.42 | |
| 0.9061 | 318.28 | |
| 0.0695 | 14.83 |
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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