Roche Holding AG GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.50%
decreased by 0.56%
1 Week
19.59%
decreased by 0.47%
1 Month
19.89%
decreased by 0.17%
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 | |
|---|---|---|
| 0.0615 | 17.65 | |
| 0.0654 | 30.40 | |
| 0.8989 | 273.12 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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