Rolls-Royce Holdings PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.15% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0306 | 11.81 | |
| 0.8451 | 129.61 | |
| 0.1182 | 19.50 | |
| 0.0240 | 2.21 | |
| 0.0146 | 3.46 | |
| 0.9811 | 156.35 |
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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