YG PLUS GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.09% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5768 | 19.29 | |
| 0.1051 | 25.82 | |
| 0.8493 | 155.44 |
Estimation Period:
Aug 1, 2003 to Feb 20, 2026
Aug 1, 2003 to Feb 20, 2026
News Impact Curve
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