Hayleys Fabric Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.87% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 10.04 | |
| 0.1988 | 14.73 | |
| 0.9569 | 188.88 | |
| -0.0073 | -0.61 |
Estimation Period:
Feb 9, 2007 to Feb 6, 2026
Feb 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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