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Rolls-Royce Hldgs Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.71% (-0.58%)
Analysis last updated: Wednesday, February 11, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rolls-Royce Hldgs Plc S0GARCH
paramt-stat
ω1.35107.12
α0.09905.65
β0.781523.08
γ10.06640.82
γ2-0.0038-0.03
γ3-0.1805-1.64
γ40.15601.28
γ50.13421.03
γ6-0.4323-2.89
γ70.51143.34
γ8-0.3641-2.48
γ90.00690.05
γ100.19731.77
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts