YG PLUS AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.71% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9852 | 28.37 | |
| 0.1459 | 35.58 | |
| 0.7770 | 157.44 | |
| 0.0105 | 0.09 |
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Aug 1, 2003 to Feb 13, 2026
News Impact Curve
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