Natwest Group PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.15% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1683 | 17.69 | |
| 0.1132 | 27.92 | |
| 0.8686 | 281.66 | |
| 0.3754 | 5.07 |
Estimation Period:
Oct 11, 2007 to Feb 6, 2026
Oct 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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