Lumens Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.72% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7615 | 22.97 | |
| 0.1673 | 37.69 | |
| 0.7759 | 169.45 | |
| 0.2944 | 3.61 |
Estimation Period:
Aug 11, 2006 to Feb 6, 2026
Aug 11, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities