Andrew Yule & Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.98% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1058 | 27.80 | |
| 0.1628 | 30.84 | |
| 0.7480 | 138.77 | |
| -0.5294 | -6.53 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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