Roche Holding AG Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.69% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0279 | 8.37 | |
| 0.0643 | 7.49 | |
| 0.9015 | 68.32 | |
| 0.0003 | 0.61 |
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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