LY Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.26% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2864 | 17.95 | |
| 0.0971 | 38.03 | |
| 0.8701 | 276.85 |
Estimation Period:
Nov 4, 1997 to Feb 13, 2026
Nov 4, 1997 to Feb 13, 2026
News Impact Curve
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