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V-Lab

YG PLUS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.51% (-0.71%)
Analysis last updated: Saturday, February 21, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YG PLUS S0GARCH
paramt-stat
ω1.39504.37
α0.15207.74
β0.716621.56
γ10.53444.56
γ2-0.8122-4.88
γ30.47274.02
γ4-0.2830-2.11
γ5-0.0271-0.18
γ60.34302.16
γ7-0.4230-2.73
γ80.33072.50
γ9-0.1928-2.06
Estimation Period:
Aug 1, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts