Rolls-Royce Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.41% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9130 | 9.11 | |
| 0.0831 | 7.76 | |
| 0.8735 | 52.92 | |
| 0.0209 | 1.92 | |
| -0.0472 | -2.48 | |
| 0.0477 | 3.10 | |
| -0.0252 | -1.90 | |
| 0.0003 | 0.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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