Yellow Hat Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.53% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1611 | 19.12 | |
| 0.6195 | 32.46 | |
| 0.0192 | 1.69 | |
| 0.0184 | 2.21 | |
| 0.0304 | 3.96 | |
| 0.9658 | 117.94 |
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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