V-Lab
Rolls-Royce Holdings PLC MEM Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:34.93% (-2.39%)
Analysis last updated: Tuesday, May 14, 2024 at 08:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2080 | 12.10 | |
| 0.2007 | 40.33 | |
| 0.7629 | 209.19 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024
News Impact Curve
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