Roche Holding AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.84%
decreased by 0.86%
1 Week
19.90%
decreased by 0.80%
1 Month
20.10%
decreased by 0.60%
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 | |
|---|---|---|
| 1.7696 | 7.56 | |
| 0.0653 | 25.15 | |
| 0.9765 | 278.35 | |
| 5.0731 | 7.06 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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