Lumentum Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:73.44% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1597 | 11.72 | |
| 0.1975 | 19.19 | |
| 0.9394 | 172.84 | |
| -0.0310 | -3.15 |
Estimation Period:
Jul 24, 2015 to Feb 6, 2026
Jul 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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