Natwest Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.20% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0911 | 13.70 | |
| 0.8358 | 152.45 | |
| 0.0417 | 3.85 | |
| 0.0514 | 7.91 | |
| 0.0222 | 5.12 | |
| 0.9704 | 185.71 |
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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