Roche Holding AG AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.49%
decreased by 0.25%
1 Week
18.69%
decreased by 0.05%
1 Month
19.31%
increased by 0.57%
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 | |
|---|---|---|
| 0.0462 | 14.19 | |
| 0.0615 | 34.05 | |
| 0.8998 | 317.51 | |
| 0.5946 | 17.75 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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