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	param	t-stat
$ω$	0.7619	7.68
$α$	0.0974	7.26
$β$	0.8363	39.83
$γ_{1}$	-0.0299	-1.16
$γ_{2}$	0.0713	1.75
$γ_{3}$	-0.1089	-3.19
$γ_{4}$	0.1112	3.29
$γ_{5}$	-0.0446	-1.24
$γ_{6}$	-0.0058	-0.13
$γ_{7}$	0.0391	0.87
$γ_{8}$	-0.1554	-2.44

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Rolls-Royce Holdings PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:27.19% (-1.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rolls-Royce Holdings PLC Analyses