YG PLUS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.27% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4236 | 4.45 | |
| 0.1538 | 7.94 | |
| 0.7143 | 21.73 | |
| 0.5544 | 4.74 | |
| -0.8430 | -5.07 | |
| 0.4890 | 4.13 | |
| -0.2883 | -2.12 | |
| -0.0326 | -0.21 | |
| 0.3566 | 2.22 | |
| -0.4461 | -2.83 | |
| 0.3773 | 2.53 | |
| -0.3094 | -1.55 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
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