YG PLUS GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.39% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5779 | 19.28 | |
| 0.1052 | 25.82 | |
| 0.8491 | 155.23 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities