LY Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.57% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5111 | 7.34 | |
| 0.1364 | 7.74 | |
| 0.6851 | 15.49 | |
| 0.0038 | 0.07 | |
| -0.1250 | -1.65 | |
| 0.2952 | 5.62 | |
| -0.3085 | -5.42 | |
| 0.2490 | 4.11 | |
| -0.1950 | -2.39 | |
| 0.1571 | 1.52 | |
| -0.1133 | -1.00 | |
| -0.0089 | -0.09 | |
| 0.0878 | 1.26 |
Estimation Period:
Nov 4, 1997 to Feb 6, 2026
Nov 4, 1997 to Feb 6, 2026
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