Natwest Group Plc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.07% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 16.91 | |
| 0.1929 | 33.26 | |
| 0.9778 | 779.16 | |
| -0.0439 | -7.30 |
Estimation Period:
Jun 3, 2008 to Feb 6, 2026
Jun 3, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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