Roche Holding AG EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.34%
decreased by 0.22%
1 Week
19.53%
decreased by 0.03%
1 Month
20.17%
increased by 0.61%
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 | |
|---|---|---|
| 0.0230 | 11.16 | |
| 0.1152 | 26.91 | |
| 0.9675 | 571.48 | |
| -0.0584 | -17.36 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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