Roche Holding AG MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
11.57%
decreased by 27.78%
1 Week
9.54%
decreased by 29.81%
1 Month
11.56%
decreased by 27.79%
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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0017 | 17,060.00 | |
| -0.0034 | -33,910.00 | |
| 0.9519 | 101.30 | |
| 0.0638 | 68.59 | |
| 0.3646 | 40.11 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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