Rolls-Royce Holdings PLC GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.95% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1576 | 19.11 | |
| 0.0775 | 31.70 | |
| 0.8956 | 283.52 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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