Hayleys Fibre Plc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.28% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3345 | 14.17 | |
| 0.3504 | 23.58 | |
| 0.8939 | 112.02 | |
| -0.0035 | -0.32 |
Estimation Period:
Aug 19, 1994 to Feb 6, 2026
Aug 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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