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V-Lab

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

Date Range:

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graph of Roche Holding AG MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time