Lumina Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.48% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4258 | 3.36 | |
| 0.3271 | 4.31 | |
| 0.4731 | 4.91 | |
| 4.7376 | 1.40 | |
| -9.0095 | -1.56 | |
| 8.0726 | 1.79 | |
| -3.3873 | -0.89 | |
| -2.2581 | -0.75 | |
| 3.2729 | 1.17 | |
| -6.8687 | -1.98 | |
| 13.9570 | 3.99 | |
| -15.2044 | -4.09 | |
| 10.3366 | 2.98 |
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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