YG PLUS AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.61% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9884 | 28.34 | |
| 0.1465 | 35.56 | |
| 0.7762 | 156.65 | |
| 0.0083 | 0.07 |
Estimation Period:
Aug 1, 2003 to Jan 30, 2026
Aug 1, 2003 to Jan 30, 2026
News Impact Curve
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