Rolls-Royce Hldgs Plc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.04% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 8.69 | |
| 0.0924 | 23.38 | |
| 0.9875 | 913.53 | |
| -0.0433 | -10.26 |
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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