V-Lab
Rolls-Royce Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:29.52% (-0.39%)
Analysis last updated: Thursday, May 2, 2024 at 02:51 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 9.26 | |
| 0.0053 | 5.98 | |
| 0.9561 | 710.30 | |
| 0.0622 | 17.18 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
News Impact Curve
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