Ldt Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.00% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3835 | 14.67 | |
| 0.1321 | 18.93 | |
| 0.8595 | 179.96 | |
| -0.0390 | -3.39 |
Estimation Period:
May 5, 2008 to Feb 13, 2026
May 5, 2008 to Feb 13, 2026
News Impact Curve
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