Yas Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
51.17%
increased by 3.97%
1 Week
51.44%
increased by 4.24%
1 Month
51.74%
increased by 4.54%
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 | |
|---|---|---|
| 36 | ||
| 0.0439 | 2.98 | |
| 0.5224 | 6.30 | |
| 0.1641 | 7.32 | |
| 6.7234 | 0.12 | |
| 0.3517 | 0.12 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 29, 2017 to May 15, 2026
Sep 29, 2017 to May 15, 2026
Other MF2-GARCH Analyses on International Equities