Deep Yellow Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.52% (+15.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9566 | 4.54 | |
| 0.0897 | 4.28 | |
| 0.7709 | 13.20 | |
| 0.0940 | 0.30 | |
| -0.2116 | -0.47 | |
| 0.3989 | 1.45 | |
| -0.9387 | -3.08 | |
| 1.2983 | 3.68 | |
| -0.8582 | -2.30 | |
| 0.1080 | 0.30 | |
| 0.3222 | 1.04 | |
| -0.3540 | -0.90 |
Estimation Period:
May 22, 2008 to Feb 6, 2026
May 22, 2008 to Feb 6, 2026
News Impact Curve
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