Lumibird SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.70% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6501 | 4.57 | |
| 0.0284 | 4.60 | |
| 0.8714 | 61.03 | |
| 0.1620 | 6.00 |
Estimation Period:
Dec 12, 2017 to Feb 6, 2026
Dec 12, 2017 to Feb 6, 2026
News Impact Curve
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