Hayleys Fabric Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.24% (-5.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3342 | 2.80 | |
| 0.0948 | 30.80 | |
| 0.9740 | 106.50 | |
| 2.2397 | 70.64 |
Estimation Period:
Feb 9, 2007 to Feb 6, 2026
Feb 9, 2007 to Feb 6, 2026
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