The Lamy Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.29% (-6.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0015 | 3.96 | |
| 0.2198 | 35.72 | |
| 0.7795 | 101.92 | |
| -0.4402 | -0.51 | |
| 0.7146 | 0.68 | |
| -0.6711 | -1.64 | |
| -0.9363 | -1.46 | |
| 4.8981 | 2.96 | |
| -5.9922 | -3.14 | |
| 3.0881 | 2.75 | |
| -8.3852 | -13.53 | |
| 24.3368 | 14.00 | |
| -29.4976 | -8.30 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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