Andrew Yule & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.17% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7347 | 18.57 | |
| 0.1236 | 17.30 | |
| 0.8152 | 143.83 | |
| 0.0070 | 0.47 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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