LMW Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.85% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 14.16 | |
| 0.0475 | 17.57 | |
| 0.9252 | 352.71 | |
| 0.0314 | 5.49 |
Estimation Period:
Feb 21, 1995 to Feb 6, 2026
Feb 21, 1995 to Feb 6, 2026
News Impact Curve
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