Roivant Sciences Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:66.29% (-15.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4763 | 7.46 | |
| 0.4549 | 6.84 | |
| 0.5430 | 8.11 | |
| -24.6674 | -5.56 | |
| 47.7206 | 7.48 | |
| -38.2102 | -6.90 | |
| 17.1490 | 2.94 | |
| -1.1924 | -0.18 | |
| -4.9951 | -0.59 | |
| 7.4901 | 0.98 | |
| -3.8194 | -0.66 | |
| 3.5678 | 0.52 | |
| -5.4612 | -0.88 |
Estimation Period:
Oct 7, 2020 to Feb 13, 2026
Oct 7, 2020 to Feb 13, 2026
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