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Andrew Yule & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.26% (+3.80%)
Analysis last updated: Saturday, February 14, 2026 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Andrew Yule & Co Ltd SGARCH
paramt-stat
ω1.64134.53
α0.12966.71
β0.735220.06
γ1-0.1242-1.16
γ20.29371.90
γ3-0.1941-1.65
γ4-0.0509-0.38
γ50.22571.64
γ6-0.3508-2.73
γ70.39703.28
γ8-0.6008-3.15
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts