LY Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.00% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3107 | 17.83 | |
| 0.0960 | 22.75 | |
| 0.8605 | 255.04 | |
| 0.0183 | 2.35 |
Estimation Period:
Nov 4, 1997 to Feb 13, 2026
Nov 4, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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