Roivant Sciences Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:97.39% (-23.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3953 | 3.79 | |
| 0.4017 | 6.59 | |
| 0.5955 | 9.70 | |
| -25.4996 | -5.92 | |
| 49.3167 | 7.62 | |
| -39.6135 | -6.39 | |
| 18.3149 | 2.73 | |
| -2.0803 | -0.27 | |
| -4.1199 | -0.45 | |
| 5.4713 | 0.70 | |
| 1.2081 | 0.20 | |
| -7.1370 | -1.05 | |
| 15.1567 | 1.33 |
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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