Natwest Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.58% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1622 | 17.55 | |
| 0.0834 | 12.06 | |
| 0.8774 | 261.53 | |
| 0.0461 | 4.62 |
Estimation Period:
Oct 11, 2007 to Feb 13, 2026
Oct 11, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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