LightInTheBox Holding Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.50% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1476 | 14.60 | |
| 0.1977 | 14.86 | |
| 0.7383 | 81.27 | |
| 0.0213 | 0.92 |
Estimation Period:
Jun 6, 2013 to Feb 6, 2026
Jun 6, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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