Lily Textile Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.60% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2767 | 6.37 | |
| 0.1717 | 7.46 | |
| 0.6996 | 15.74 | |
| 0.0092 | 0.22 | |
| 0.0030 | 0.05 | |
| -0.0261 | -0.70 | |
| 0.0209 | 0.67 | |
| -0.0490 | -1.54 | |
| 0.1306 | 3.59 | |
| -0.1927 | -4.67 | |
| 0.1681 | 3.71 | |
| -0.0723 | -1.89 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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