YG PLUS AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.53% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9834 | 28.36 | |
| 0.1457 | 35.59 | |
| 0.7772 | 157.69 | |
| 0.0114 | 0.10 |
Estimation Period:
Aug 1, 2003 to Feb 20, 2026
Aug 1, 2003 to Feb 20, 2026
News Impact Curve
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