Lpp Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.96% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3595 | 7.16 | |
| 0.0278 | 6.59 | |
| 0.9041 | 141.59 | |
| 0.0549 | 4.56 |
Estimation Period:
Jan 8, 2018 to Feb 6, 2026
Jan 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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