YG PLUS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.55% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3950 | 4.38 | |
| 0.1524 | 7.76 | |
| 0.7158 | 21.52 | |
| 0.5344 | 4.56 | |
| -0.8121 | -4.89 | |
| 0.4726 | 4.02 | |
| -0.2831 | -2.11 | |
| -0.0271 | -0.18 | |
| 0.3432 | 2.16 | |
| -0.4237 | -2.73 | |
| 0.3322 | 2.51 | |
| -0.1945 | -2.07 |
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Aug 1, 2003 to Feb 13, 2026
News Impact Curve
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