Andrew Yule & Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.17% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7493 | 19.02 | |
| 0.1279 | 26.91 | |
| 0.8128 | 142.78 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Andrew Yule & Co Ltd Analyses
Other GARCH Analyses on International Equities