Rolls-Royce Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.08% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 7.29 | |
| 0.0890 | 30.97 | |
| 0.9881 | 876.77 | |
| -0.0527 | -15.63 |
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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