V-Lab
Rolls-Royce Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:28.69% (-0.40%)
Analysis last updated: Thursday, April 18, 2024 at 06:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 9.21 | |
| 0.0052 | 5.91 | |
| 0.9563 | 713.15 | |
| 0.0619 | 17.18 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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