YG PLUS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.47% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3984 | 4.37 | |
| 0.1527 | 7.79 | |
| 0.7159 | 21.58 | |
| 0.5373 | 4.56 | |
| -0.8160 | -4.88 | |
| 0.4733 | 3.98 | |
| -0.2809 | -2.07 | |
| -0.0314 | -0.20 | |
| 0.3466 | 2.17 | |
| -0.4239 | -2.73 | |
| 0.3310 | 2.50 | |
| -0.1942 | -2.04 |
Estimation Period:
Aug 1, 2003 to Jan 30, 2026
Aug 1, 2003 to Jan 30, 2026
News Impact Curve
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