Lumentum Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.17% (+5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0870 | 11.33 | |
| 0.8153 | 56.25 | |
| 0.0418 | 4.07 | |
| 10.0000 | 0.07 | |
| 0.0000 | 0.00 | |
| 0.2490 | 0.02 |
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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