Lucibel SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:549.07% (+28.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7607 | 7.19 | |
| 0.2649 | 6.48 | |
| 0.7963 | 45.11 | |
| -0.1226 | -2.29 |
Estimation Period:
Mar 29, 2021 to Dec 30, 2025
Mar 29, 2021 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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