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Yeah, Yui's hair is black, it's just her hair is one of those shades of black that has so much tint of another color (purple in her case) that it comes off as if it is the darkest shade of another color rather than black. Marinette and Kagami from Miraculous Ladybug is another example of this, their hair is black but can be confused for a dark blue because of how strong the blue reflections (especially Kagami) of their hair are.
I believe Kyoko stated that Yuis has a black hair