LY Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.88% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2833 | 17.94 | |
| 0.0961 | 37.93 | |
| 0.8714 | 279.55 |
Estimation Period:
Nov 4, 1997 to Feb 20, 2026
Nov 4, 1997 to Feb 20, 2026
News Impact Curve
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