Lotus Bakeries Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.06% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0971 | 20.92 | |
| 0.0758 | 17.05 | |
| 0.8776 | 239.78 | |
| 0.0400 | 4.97 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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