Rolls-Royce Hldgs Plc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.21% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0940 | 6.35 | |
| 0.0571 | 32.98 | |
| 0.9171 | 440.70 | |
| 1.2226 | 12.88 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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