LY Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.27% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3079 | 17.82 | |
| 0.0953 | 22.70 | |
| 0.8616 | 257.28 | |
| 0.0178 | 2.30 |
Estimation Period:
Nov 4, 1997 to Feb 20, 2026
Nov 4, 1997 to Feb 20, 2026
News Impact Curve
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