LY Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.93% (-4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4422 | 21.56 | |
| 0.1410 | 49.57 | |
| 0.8114 | 247.07 | |
| 0.1817 | 3.63 |
Estimation Period:
Nov 4, 1997 to Feb 13, 2026
Nov 4, 1997 to Feb 13, 2026
News Impact Curve
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