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	param	t-stat
$m$	91
$α$	0.0306	11.81
$β$	0.8449	129.29
$γ$	0.1182	19.49
$λ_{1}$	0.0241	2.20
$λ_{2}$	0.0147	3.44
$λ_{3}$	0.9809	154.36

V-Lab

Rolls-Royce Holdings PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:27.84% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rolls-Royce Holdings PLC Analyses