Rolls-Royce Hldgs Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.47% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3768 | 7.31 | |
| 0.0994 | 5.63 | |
| 0.7789 | 22.57 | |
| 0.0809 | 1.01 | |
| -0.0225 | -0.19 | |
| -0.1757 | -1.61 | |
| 0.1533 | 1.26 | |
| 0.1421 | 1.10 | |
| -0.4473 | -3.01 | |
| 0.5345 | 3.50 | |
| -0.3995 | -2.70 | |
| 0.0647 | 0.40 | |
| 0.0716 | 0.41 |
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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