LY Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.69% (+15.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2665 | 17.74 | |
| 0.0922 | 37.41 | |
| 0.8769 | 293.77 |
Estimation Period:
Nov 4, 1997 to Jan 30, 2026
Nov 4, 1997 to Jan 30, 2026
News Impact Curve
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