Roche Holding AG MEM Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.78%
decreased by 0.70%
1 Week
21.73%
decreased by 0.75%
1 Month
21.58%
decreased by 0.90%
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 | |
|---|---|---|
| 0.0697 | 11.33 | |
| 0.1695 | 37.61 | |
| 0.7911 | 206.13 |
Estimation Period:
Oct 21, 1992 to May 15, 2026
Oct 21, 1992 to May 15, 2026
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