Roivant Sciences Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:111.99% (-23.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 8.60 | |
| 0.5173 | 12.78 | |
| 0.9827 | 400.61 | |
| -0.0772 | -4.70 |
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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