Rolls-Royce Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.26% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9905 | 4.73 | |
| 0.0600 | 23.09 | |
| 0.9847 | 292.98 | |
| 4.7845 | 7.08 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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