YG PLUS MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.79% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1980 | 23.88 | |
| 0.4799 | 29.37 | |
| 0.0072 | 0.45 | |
| 2.8727 | 0.51 | |
| 0.7674 | 0.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 1, 2003 to Feb 20, 2026
Aug 1, 2003 to Feb 20, 2026
News Impact Curve
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