Roche Holding AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.44%
decreased by 0.56%
1 Week
19.53%
decreased by 0.47%
1 Month
19.80%
decreased by 0.20%
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 | |
|---|---|---|
| 0.9924 | 10.90 | |
| 0.0652 | 7.53 | |
| 0.8993 | 67.66 | |
| 0.0000 | 0.18 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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