YG PLUS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.07% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5796 | 19.25 | |
| 0.1053 | 16.40 | |
| 0.8485 | 154.56 | |
| 0.0010 | 0.09 |
Estimation Period:
Aug 1, 2003 to Jan 30, 2026
Aug 1, 2003 to Jan 30, 2026
News Impact Curve
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