Lovisa Holdings Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.86% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9360 | 14.56 | |
| 0.0319 | 6.74 | |
| 0.8117 | 82.51 | |
| 0.1221 | 7.32 |
Estimation Period:
Dec 18, 2014 to Feb 6, 2026
Dec 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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