Lippi Systems Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.70% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 7.75 | |
| 0.1132 | 10.24 | |
| 0.8887 | 238.31 | |
| -0.0057 | -0.26 |
Estimation Period:
Jul 3, 2012 to Feb 6, 2026
Jul 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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