Roche Holding AG Asy. MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
20.90%
increased by 0.01%
1 Week
20.89%
increased by 0.00%
1 Month
20.88%
decreased by 0.01%
Analysis last updated: Thursday, May 21, 2026 at 09:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 25.04 | |
| 0.1071 | 24.96 | |
| 0.8097 | 242.42 | |
| 0.0901 | 9.93 |
Estimation Period:
Oct 21, 1992 to May 15, 2026
Oct 21, 1992 to May 15, 2026
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