YG PLUS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.09% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5766 | 19.25 | |
| 0.1047 | 16.40 | |
| 0.8492 | 155.39 | |
| 0.0010 | 0.10 |
Estimation Period:
Aug 1, 2003 to Feb 20, 2026
Aug 1, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities