Lumina Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.28% (-6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3822 | 3.30 | |
| 0.3264 | 4.29 | |
| 0.4731 | 4.91 | |
| 4.5062 | 1.32 | |
| -8.6535 | -1.50 | |
| 7.8757 | 1.74 | |
| -3.2907 | -0.87 | |
| -2.2623 | -0.75 | |
| 3.1882 | 1.15 | |
| -6.6643 | -1.93 | |
| 13.5307 | 3.81 | |
| -14.3267 | -3.66 | |
| 8.2950 | 2.93 |
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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