Lastminute.Com Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.30% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3561 | 13.99 | |
| 0.0796 | 12.29 | |
| 0.8343 | 119.40 | |
| 0.0984 | 5.73 |
Estimation Period:
Apr 16, 2014 to Feb 6, 2026
Apr 16, 2014 to Feb 6, 2026
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