Lpp Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.31% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0307 | 5.50 | |
| 0.7912 | 45.17 | |
| 0.0975 | 5.53 | |
| 2.9978 | 0.12 | |
| 0.3749 | 0.13 | |
| 0.3100 | 0.06 |
Estimation Period:
Jan 8, 2018 to Feb 6, 2026
Jan 8, 2018 to Feb 6, 2026
News Impact Curve
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