YG PLUS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.39% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5777 | 19.25 | |
| 0.1049 | 16.39 | |
| 0.8490 | 155.19 | |
| 0.0010 | 0.09 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
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