Andrew Yule & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.28% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9016 | 4.70 | |
| 0.1321 | 7.19 | |
| 0.7694 | 25.94 | |
| 0.0292 | 0.46 | |
| 0.0477 | 0.51 | |
| -0.1359 | -1.93 | |
| 0.1128 | 1.75 | |
| -0.1302 | -2.20 | |
| 0.1221 | 2.62 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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