Roivant Sciences Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.32% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8219 | 10.95 | |
| 0.1109 | 42.96 | |
| 0.9958 | 1,937.28 | |
| 3.2846 | 121.43 |
Estimation Period:
Oct 7, 2020 to Feb 13, 2026
Oct 7, 2020 to Feb 13, 2026
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