YG PLUS EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.30% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1862 | 21.97 | |
| 0.2454 | 30.46 | |
| 0.9322 | 280.94 | |
| 0.0240 | 3.43 |
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Aug 1, 2003 to Feb 13, 2026
News Impact Curve
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