YG PLUS MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.14% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1985 | 23.89 | |
| 0.4789 | 29.32 | |
| 0.0072 | 0.45 | |
| 2.8744 | 0.51 | |
| 0.7675 | 0.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
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