YG PLUS GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.07% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5798 | 19.28 | |
| 0.1056 | 25.82 | |
| 0.8486 | 154.63 |
Estimation Period:
Aug 1, 2003 to Jan 30, 2026
Aug 1, 2003 to Jan 30, 2026
News Impact Curve
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