LY Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.42% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 19.89 | |
| 0.1342 | 29.86 | |
| 0.9822 | 1,028.52 | |
| 0.0011 | 0.28 |
Estimation Period:
Nov 4, 1997 to Feb 20, 2026
Nov 4, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities