Hayleys Plc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.68% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1355 | 20.00 | |
| 0.2801 | 28.50 | |
| 0.9415 | 262.78 | |
| -0.0055 | -0.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities