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	param	t-stat
$ω$	0.0725	11.18
$α$	0.0101	8.78
$β$	0.9434	578.78
$γ$	0.0717	16.16

V-Lab

Rolls-Royce Holdings PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.37% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rolls-Royce Holdings PLC Analyses