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	param	t-stat
$ω$	0.9117	9.12
$α$	0.0834	7.76
$β$	0.8729	52.65
$γ_{1}$	0.0207	1.91
$γ_{2}$	-0.0469	-2.47
$γ_{3}$	0.0474	3.10
$γ_{4}$	-0.0250	-1.89
$γ_{5}$	0.0002	0.02

V-Lab

Rolls-Royce Holdings PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:37.41% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rolls-Royce Holdings PLC Analyses