Lpp Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.04% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0161 | 16.61 | |
| 0.1171 | 12.90 | |
| 0.6775 | 50.54 | |
| 0.0538 | 2.97 |
Estimation Period:
Nov 6, 2002 to Feb 6, 2026
Nov 6, 2002 to Feb 6, 2026
News Impact Curve
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