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	param	t-stat
$ω$	0.0720	11.13
$α$	0.0100	8.75
$β$	0.9436	580.34
$γ$	0.0715	16.16

V-Lab

Rolls-Royce Holdings PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:27.45% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rolls-Royce Holdings PLC Analyses