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V-Lab

LY Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.57% (-2.34%)
Analysis last updated: Sunday, February 8, 2026 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LY Corp S0GARCH
paramt-stat
ω1.51117.34
α0.13647.74
β0.685115.49
γ10.00380.07
γ2-0.1250-1.65
γ30.29525.62
γ4-0.3085-5.42
γ50.24904.11
γ6-0.1950-2.39
γ70.15711.52
γ8-0.1133-1.00
γ9-0.0089-0.09
γ100.08781.26
Estimation Period:
Nov 4, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts