Roche Holding AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:3.87% (-9.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4616 | 18.62 | |
| 0.1474 | 18.42 | |
| 0.0000 | 0.00 |
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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