Yas Co Ltd EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
51.81%
increased by 1.85%
1 Week
52.24%
increased by 2.28%
1 Month
53.40%
increased by 3.44%
Analysis last updated: Thursday, May 21, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1629 | 8.60 | |
| 0.1644 | 11.10 | |
| 0.9348 | 117.29 | |
| -0.0248 | -2.48 |
Estimation Period:
Sep 29, 2017 to May 15, 2026
Sep 29, 2017 to May 15, 2026
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