Lippi Systems Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.41% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3255 | 3.18 | |
| 0.1368 | 7.25 | |
| 0.7948 | 22.64 | |
| 1.6543 | 4.30 | |
| -2.3822 | -4.72 | |
| 0.9693 | 3.46 | |
| -0.5096 | -2.10 | |
| 0.6042 | 2.57 | |
| -0.5588 | -2.38 | |
| 0.4672 | 1.92 | |
| -0.7631 | -1.54 |
Estimation Period:
Jul 3, 2012 to Feb 6, 2026
Jul 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lippi Systems Ltd Analyses
Other Spline-GARCH Analyses on International Equities