YG PLUS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.05% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1863 | 21.98 | |
| 0.2455 | 30.46 | |
| 0.9321 | 280.85 | |
| 0.0240 | 3.43 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
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