Natwest Group PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.78% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 17.15 | |
| 0.1438 | 39.19 | |
| 0.9868 | 1,532.34 | |
| -0.0384 | -11.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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