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Rolls-Royce Hldgs Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.47% (-1.77%)
Analysis last updated: Thursday, February 12, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rolls-Royce Hldgs Plc SGARCH
paramt-stat
ω1.37687.31
α0.09945.63
β0.778922.57
γ10.08091.01
γ2-0.0225-0.19
γ3-0.1757-1.61
γ40.15331.26
γ50.14211.10
γ6-0.4473-3.01
γ70.53453.50
γ8-0.3995-2.70
γ90.06470.40
γ100.07160.41
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts