LY Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.37% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5076 | 7.28 | |
| 0.1370 | 7.83 | |
| 0.6871 | 15.83 | |
| 0.0034 | 0.06 | |
| -0.1250 | -1.64 | |
| 0.2968 | 5.65 | |
| -0.3114 | -5.47 | |
| 0.2540 | 4.19 | |
| -0.2014 | -2.47 | |
| 0.1633 | 1.58 | |
| -0.1195 | -1.06 | |
| -0.0029 | -0.03 | |
| 0.0842 | 1.20 |
Estimation Period:
Nov 4, 1997 to Feb 20, 2026
Nov 4, 1997 to Feb 20, 2026
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