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V-Lab

YG PLUS Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:48.72% (-1.37%)
Analysis last updated: Friday, February 20, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YG PLUS SGARCH
paramt-stat
ω1.42114.45
α0.15407.95
β0.713321.67
γ10.55174.74
γ2-0.8392-5.08
γ30.48814.17
γ4-0.2901-2.17
γ5-0.0289-0.19
γ60.35472.22
γ7-0.4494-2.85
γ80.38632.57
γ9-0.3302-1.63
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts