Lumentum Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:111.31% (+7.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.6486 | 4.51 | |
| 0.0710 | 17.75 | |
| 0.9759 | 202.64 | |
| 4.1330 | 7.13 |
Estimation Period:
Jul 24, 2015 to Feb 6, 2026
Jul 24, 2015 to Feb 6, 2026
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