V-Lab
Rolls-Royce Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:28.72% (+1.07%)
Analysis last updated: Saturday, April 20, 2024 at 09:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 5.21 | |
| 0.0688 | 30.57 | |
| 0.9915 | 951.49 | |
| -0.0517 | -17.99 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
News Impact Curve
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