Yellow Hat Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.51% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 21.88 | |
| 0.1840 | 28.57 | |
| 0.9758 | 699.53 | |
| -0.0135 | -2.99 |
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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