Natwest Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.53% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1772 | 4.70 | |
| 0.0833 | 33.56 | |
| 0.9890 | 420.47 | |
| 5.7124 | 7.90 |
Estimation Period:
Oct 11, 2007 to Feb 13, 2026
Oct 11, 2007 to Feb 13, 2026
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