Roche Holding AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
17.87%
decreased by 0.31%
1 Week
18.09%
decreased by 0.09%
1 Month
18.78%
increased 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 | |
|---|---|---|
| 0.0625 | 17.89 | |
| 0.0234 | 12.41 | |
| 0.9050 | 316.33 | |
| 0.0705 | 14.99 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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