Rolls-Royce Holdings PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.81% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 6.07 | |
| 0.0610 | 32.69 | |
| 0.9156 | 394.48 | |
| 1.1689 | 18.33 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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