Rolls-Royce Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.21% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9824 | 4.72 | |
| 0.0600 | 23.13 | |
| 0.9847 | 292.64 | |
| 4.7814 | 7.08 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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