Natwest Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.05% (+9.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 18.11 | |
| 0.0469 | 17.13 | |
| 0.9212 | 516.36 | |
| 0.0466 | 9.18 |
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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