Rolls-Royce Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.03% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9120 | 9.11 | |
| 0.0834 | 7.75 | |
| 0.8729 | 52.63 | |
| 0.0209 | 1.92 | |
| -0.0471 | -2.47 | |
| 0.0475 | 3.10 | |
| -0.0249 | -1.88 | |
| 0.0001 | 0.01 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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