LY Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.67% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4420 | 21.58 | |
| 0.1407 | 49.56 | |
| 0.8116 | 247.43 | |
| 0.1794 | 3.58 |
Estimation Period:
Nov 4, 1997 to Feb 20, 2026
Nov 4, 1997 to Feb 20, 2026
News Impact Curve
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