Andrew Yule & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.68% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1333 | 22.02 | |
| 0.7373 | 86.52 | |
| -0.0087 | -0.82 | |
| 1.5073 | 1.49 | |
| 0.2232 | 2.29 | |
| 0.6335 | 3.35 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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