Lumentum Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.96% (+6.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1195 | 13.53 | |
| 0.0953 | 9.39 | |
| 0.7922 | 77.16 | |
| 0.0478 | 2.65 |
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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