Lily Textile Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.55% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2924 | 6.46 | |
| 0.1715 | 7.41 | |
| 0.6998 | 15.67 | |
| 0.0111 | 0.26 | |
| 0.0034 | 0.05 | |
| -0.0338 | -0.91 | |
| 0.0329 | 1.06 | |
| -0.0619 | -1.95 | |
| 0.1417 | 3.91 | |
| -0.2004 | -4.77 | |
| 0.1716 | 3.34 | |
| -0.0708 | -0.90 |
Estimation Period:
Sep 21, 1992 to Feb 11, 2026
Sep 21, 1992 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
Other Lily Textile Analyses
Other Spline-GARCH Analyses on International Equities