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V-Lab

YG PLUS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:54.57% (-1.23%)
Analysis last updated: Friday, February 20, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YG PLUS S0GARCH
paramt-stat
ω1.39504.38
α0.15247.76
β0.715821.52
γ10.53444.56
γ2-0.8121-4.89
γ30.47264.02
γ4-0.2831-2.11
γ5-0.0271-0.18
γ60.34322.16
γ7-0.4237-2.73
γ80.33222.51
γ9-0.1945-2.07
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts