Lpp Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.37% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7286 | 6.79 | |
| 0.0875 | 2.74 | |
| 0.7550 | 10.78 | |
| 0.1781 | 1.93 | |
| -0.3496 | -1.93 | |
| 0.2266 | 0.75 |
Estimation Period:
Jan 8, 2018 to Feb 6, 2026
Jan 8, 2018 to Feb 6, 2026
News Impact Curve
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