Lily Textile Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.04% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2927 | 6.46 | |
| 0.1715 | 7.42 | |
| 0.6998 | 15.67 | |
| 0.0113 | 0.27 | |
| 0.0031 | 0.05 | |
| -0.0336 | -0.91 | |
| 0.0328 | 1.06 | |
| -0.0618 | -1.95 | |
| 0.1416 | 3.91 | |
| -0.2002 | -4.77 | |
| 0.1712 | 3.33 | |
| -0.0690 | -0.88 |
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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