Rolls-Royce Hldgs Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.71% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3510 | 7.12 | |
| 0.0990 | 5.65 | |
| 0.7815 | 23.08 | |
| 0.0664 | 0.82 | |
| -0.0038 | -0.03 | |
| -0.1805 | -1.64 | |
| 0.1560 | 1.28 | |
| 0.1342 | 1.03 | |
| -0.4323 | -2.89 | |
| 0.5114 | 3.34 | |
| -0.3641 | -2.48 | |
| 0.0069 | 0.05 | |
| 0.1973 | 1.77 |
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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