YG PLUS Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:48.72% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4211 | 4.45 | |
| 0.1540 | 7.95 | |
| 0.7133 | 21.67 | |
| 0.5517 | 4.74 | |
| -0.8392 | -5.08 | |
| 0.4881 | 4.17 | |
| -0.2901 | -2.17 | |
| -0.0289 | -0.19 | |
| 0.3547 | 2.22 | |
| -0.4494 | -2.85 | |
| 0.3863 | 2.57 | |
| -0.3302 | -1.63 |
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Aug 1, 2003 to Feb 13, 2026
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