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	param	t-stat
$ω$	0.0718	11.11
$α$	0.0100	8.75
$β$	0.9437	581.11
$γ$	0.0714	16.15

V-Lab

Rolls-Royce Holdings PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:29.18% (+1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rolls-Royce Holdings PLC Analyses