Lms Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.68% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1016 | 5.79 | |
| 0.0809 | 5.14 | |
| 0.8188 | 18.01 | |
| 0.1759 | 0.97 | |
| -0.2682 | -1.05 | |
| 0.0140 | 0.08 | |
| 0.2610 | 1.39 | |
| -0.3987 | -1.73 | |
| 0.6354 | 2.59 | |
| -0.8634 | -3.12 | |
| 0.6581 | 1.93 | |
| -0.5594 | -1.44 | |
| 1.2487 | 1.79 |
Estimation Period:
Oct 19, 2007 to Feb 13, 2026
Oct 19, 2007 to Feb 13, 2026
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