Lumens Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.34% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2186 | 4.59 | |
| 0.1494 | 5.07 | |
| 0.7259 | 15.20 | |
| 0.1628 | 0.79 | |
| -0.3982 | -1.36 | |
| 0.3894 | 2.16 | |
| -0.2016 | -1.22 | |
| -0.0242 | -0.14 | |
| 0.3638 | 1.86 | |
| -0.6090 | -2.44 | |
| 0.5240 | 1.67 | |
| -0.5528 | -1.49 | |
| 1.0896 | 1.45 |
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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