Rolls-Royce Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:29.03% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 7.25 | |
| 0.0886 | 30.95 | |
| 0.9882 | 877.59 | |
| -0.0527 | -15.66 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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