YG PLUS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.51% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3950 | 4.37 | |
| 0.1520 | 7.74 | |
| 0.7166 | 21.56 | |
| 0.5344 | 4.56 | |
| -0.8122 | -4.88 | |
| 0.4727 | 4.02 | |
| -0.2830 | -2.11 | |
| -0.0271 | -0.18 | |
| 0.3430 | 2.16 | |
| -0.4230 | -2.73 | |
| 0.3307 | 2.50 | |
| -0.1928 | -2.06 |
Estimation Period:
Aug 1, 2003 to Feb 20, 2026
Aug 1, 2003 to Feb 20, 2026
News Impact Curve
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