Roivant Sciences Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:137.03% (-16.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 2.49 | |
| 0.3086 | 10.22 | |
| 0.8009 | 56.87 | |
| 0.0735 | 3.41 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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