Roche Holding AG Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
19.90%
decreased by 0.54%
1 Week
20.04%
decreased by 0.40%
1 Month
20.48%
increased by 0.04%
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 | |
|---|---|---|
| 1.0269 | 8.44 | |
| 0.0646 | 7.54 | |
| 0.9007 | 67.96 | |
| 0.0003 | 0.62 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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