Skip to main content
V-Lab

YG PLUS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.27% (-2.15%)
Analysis last updated: Sunday, February 8, 2026 at 01:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YG PLUS SGARCH
paramt-stat
ω1.42364.45
α0.15387.94
β0.714321.73
γ10.55444.74
γ2-0.8430-5.07
γ30.48904.13
γ4-0.2883-2.12
γ5-0.0326-0.21
γ60.35662.22
γ7-0.4461-2.83
γ80.37732.53
γ9-0.3094-1.55
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts