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	param	t-stat
$ω$	0.9153	9.15
$α$	0.0827	7.77
$β$	0.8740	53.20
$γ_{1}$	0.0209	1.93
$γ_{2}$	-0.0471	-2.48
$γ_{3}$	0.0476	3.11
$γ_{4}$	-0.0253	-1.91
$γ_{5}$	0.0005	0.05

V-Lab

Rolls-Royce Holdings PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:35.44% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rolls-Royce Holdings PLC Analyses