Roche Holding AG APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.58%
decreased by 0.27%
1 Week
18.82%
decreased by 0.03%
1 Month
19.60%
increased by 0.75%
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 | |
|---|---|---|
| 0.0493 | 19.63 | |
| 0.0628 | 25.65 | |
| 0.9145 | 339.57 | |
| 0.4657 | 18.63 | |
| 1.2837 | 32.37 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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