Rolls-Royce Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.06% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.73 | |
| 0.0601 | 23.11 | |
| 0.9847 | 292.27 | |
| 4.7830 | 7.08 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other Rolls-Royce Holdings PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities