Natwest Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.79% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6740 | 4.39 | |
| 0.0976 | 9.54 | |
| 0.8547 | 64.52 | |
| -0.1284 | -1.58 | |
| 0.2449 | 2.17 | |
| -0.2010 | -3.49 | |
| 0.0470 | 0.93 | |
| 0.1970 | 4.11 | |
| -0.2976 | -6.26 | |
| 0.1543 | 2.91 | |
| 0.0305 | 0.58 | |
| -0.0816 | -1.36 | |
| 0.0380 | 0.41 |
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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