Rolls-Royce Hldgs Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.32% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2773 | 4.31 | |
| 0.0496 | 27.84 | |
| 0.9908 | 469.34 | |
| 5.1374 | 6.62 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
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