YG PLUS APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.43% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3037 | 12.04 | |
| 0.1301 | 26.60 | |
| 0.8441 | 139.99 | |
| -0.0683 | -2.75 | |
| 1.3359 | 24.09 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities