Yancoal Australia Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.56% (-13.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5834 | 6.18 | |
| 0.2959 | 12.61 | |
| 0.7815 | 21.41 | |
| 0.1145 | 4.48 |
Estimation Period:
Dec 6, 2018 to Feb 6, 2026
Dec 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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