Rolls-Royce Hldgs Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.44% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0241 | 10.73 | |
| 0.8948 | 189.47 | |
| 0.0727 | 16.14 | |
| 0.0238 | 1.80 | |
| 0.0163 | 3.85 | |
| 0.9801 | 156.76 |
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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