Lumina Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.10% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9358 | 13.19 | |
| 0.2965 | 9.00 | |
| 0.7287 | 72.47 | |
| -0.0505 | -1.07 |
Estimation Period:
Oct 25, 2017 to Feb 6, 2026
Oct 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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