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V-Lab

YG PLUS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.47% (-2.24%)
Analysis last updated: Friday, February 6, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YG PLUS S0GARCH
paramt-stat
ω1.39844.37
α0.15277.79
β0.715921.58
γ10.53734.56
γ2-0.8160-4.88
γ30.47333.98
γ4-0.2809-2.07
γ5-0.0314-0.20
γ60.34662.17
γ7-0.4239-2.73
γ80.33102.50
γ9-0.1942-2.04
Estimation Period:
Aug 1, 2003 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts