Lts Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.72% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3368 | 12.85 | |
| 0.0731 | 7.29 | |
| 0.6084 | 27.35 | |
| 0.1253 | 5.00 |
Estimation Period:
Dec 14, 2017 to Feb 13, 2026
Dec 14, 2017 to Feb 13, 2026
News Impact Curve
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