Rolls-Royce Hldgs Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.44% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0946 | 9.97 | |
| 0.0141 | 9.24 | |
| 0.9450 | 427.40 | |
| 0.0572 | 10.90 |
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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