Yellow Hat Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.49% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 12.82 | |
| 0.0766 | 28.20 | |
| 0.9131 | 353.80 | |
| 0.2703 | 5.85 |
Estimation Period:
Aug 9, 1994 to Feb 13, 2026
Aug 9, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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