Roche Holding AG Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.84%
increased by 0.12%
1 Week
21.04%
decreased by 0.68%
1 Month
18.93%
decreased by 2.79%
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 | |
|---|---|---|
| 0.0634 | 25.82 | |
| 0.1628 | 46.65 | |
| 0.8024 | 184.47 | |
| 0.1565 | 17.84 | |
| 1.1037 | 19.50 |
Estimation Period:
Oct 21, 1992 to May 15, 2026
Oct 21, 1992 to May 15, 2026
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