Lippi Systems Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.42% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9135 | 3.88 | |
| 0.1370 | 6.65 | |
| 0.7954 | 20.24 | |
| 3.3115 | 4.93 | |
| -4.4508 | -4.34 | |
| 1.3711 | 1.97 | |
| -0.3487 | -0.71 | |
| -0.0162 | -0.04 | |
| 0.3485 | 0.86 | |
| -0.1489 | -0.34 | |
| -0.1939 | -0.48 | |
| 0.2046 | 0.59 | |
| -0.1539 | -0.72 |
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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