Yas Co Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
40.97%
increased by 0.43%
1 Week
40.55%
increased by 0.01%
1 Month
39.28%
decreased by 1.26%
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 | |
|---|---|---|
| 0.9911 | 6.48 | |
| 0.0574 | 2.45 | |
| 0.8986 | 17.71 | |
| 0.0533 | 1.20 | |
| -0.1494 | -1.46 |
Estimation Period:
Sep 29, 2017 to May 15, 2026
Sep 29, 2017 to May 15, 2026
Other Spline-GARCH Analyses on International Equities