Lumens Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.83% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6046 | 17.24 | |
| 0.1146 | 16.02 | |
| 0.8134 | 132.38 | |
| 0.0584 | 4.02 |
Estimation Period:
Aug 11, 2006 to Feb 6, 2026
Aug 11, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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