YG PLUS AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.59% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9862 | 28.36 | |
| 0.1460 | 35.59 | |
| 0.7768 | 157.31 | |
| 0.0096 | 0.08 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
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