LMW Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.19% (-4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1359 | 6.92 | |
| 0.1495 | 7.38 | |
| 0.6688 | 12.84 | |
| 0.0475 | 0.67 | |
| -0.2249 | -2.07 | |
| 0.4119 | 5.87 | |
| -0.4147 | -6.32 | |
| 0.2222 | 3.17 | |
| -0.0027 | -0.04 | |
| -0.0460 | -0.75 | |
| 0.0362 | 0.64 | |
| -0.1057 | -1.96 | |
| 0.1179 | 2.82 |
Estimation Period:
Feb 21, 1995 to Feb 6, 2026
Feb 21, 1995 to Feb 6, 2026
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