Lucky Film Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.91% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2359 | 21.80 | |
| 0.1007 | 22.45 | |
| 0.8749 | 267.63 | |
| -0.0013 | -0.19 |
Estimation Period:
Jan 22, 1998 to Feb 6, 2026
Jan 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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