As Lhv Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.39% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3059 | 25.08 | |
| 0.5579 | 13.87 | |
| 0.2607 | 14.82 | |
| -0.2091 | -2.98 |
Estimation Period:
Aug 23, 2018 to Feb 13, 2026
Aug 23, 2018 to Feb 13, 2026
News Impact Curve
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