V-Lab
Rolls-Royce Holdings PLC AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:31.55% (-0.21%)
Analysis last updated: Wednesday, May 1, 2024 at 03:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 3.32 | |
| 0.0535 | 33.80 | |
| 0.9281 | 488.46 | |
| 1.2336 | 18.66 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
News Impact Curve
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