Yellow Hat Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.19% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 15.33 | |
| 0.0652 | 16.72 | |
| 0.9114 | 354.77 | |
| 0.0297 | 4.48 |
Estimation Period:
Aug 9, 1994 to Feb 20, 2026
Aug 9, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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