Natwest Group Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.13% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2482 | 19.34 | |
| 0.0940 | 14.36 | |
| 0.8481 | 229.22 | |
| 0.0625 | 4.73 |
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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