Andrew Yule & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.04% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2069 | 23.52 | |
| 0.2406 | 31.77 | |
| 0.9194 | 251.61 | |
| 0.0313 | 4.13 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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