Lumine Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.55% (-4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8213 | 7.39 | |
| 0.1175 | 6.83 | |
| 0.7438 | 30.63 | |
| 0.0467 | 1.27 |
Estimation Period:
Mar 24, 2023 to Feb 6, 2026
Mar 24, 2023 to Feb 6, 2026
News Impact Curve
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