LY Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.34% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0964 | 20.02 | |
| 0.5958 | 35.91 | |
| 0.0691 | 8.60 | |
| 1.5606 | 1.22 | |
| 0.7874 | 2.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 4, 1997 to Feb 20, 2026
Nov 4, 1997 to Feb 20, 2026
News Impact Curve
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