Hayleys Fabric Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.28% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2317 | 10.91 | |
| 0.1023 | 14.41 | |
| 0.8746 | 133.86 | |
| 0.0012 | 0.09 |
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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