Yas Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
49.94%
increased by 0.85%
1 Week
50.14%
increased by 1.05%
1 Month
50.73%
increased by 1.64%
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 | |
|---|---|---|
| 0.4693 | 5.94 | |
| 0.0346 | 6.02 | |
| 0.8973 | 66.86 | |
| 0.0495 | 3.26 |
Estimation Period:
Sep 29, 2017 to May 15, 2026
Sep 29, 2017 to May 15, 2026
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