Hayleys Fabric Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.76% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8746 | 6.30 | |
| 0.2011 | 5.60 | |
| 0.5499 | 8.60 | |
| 0.0941 | 1.09 | |
| -0.2701 | -2.06 | |
| 0.2787 | 3.43 | |
| -0.0168 | -0.25 | |
| -0.2836 | -3.69 | |
| 0.3807 | 3.98 |
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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