LY Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.69% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 19.91 | |
| 0.1358 | 29.95 | |
| 0.9819 | 1,012.29 | |
| 0.0009 | 0.23 |
Estimation Period:
Nov 4, 1997 to Feb 13, 2026
Nov 4, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities