Yancoal Australia Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.66% (-21.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2743 | 13.26 | |
| 0.3001 | 10.79 | |
| -0.1571 | -6.36 | |
| 0.9123 | 0.35 | |
| 0.2045 | 0.33 | |
| 0.6714 | 0.66 |
Estimation Period:
Dec 6, 2018 to Feb 6, 2026
Dec 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Yancoal Australia Ltd Analyses
Other MF2-GARCH Analyses on International Equities