Lumentum Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:84.91% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7217 | 6.12 | |
| 0.0854 | 4.56 | |
| 0.7470 | 13.35 | |
| -0.0548 | -0.63 | |
| -0.0299 | -0.22 | |
| 0.2401 | 2.20 | |
| -0.2430 | -3.09 |
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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