LSE Capital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.50% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.63 | |
| 0.1054 | 1.13 | |
| 0.7643 | 16.10 | |
| -0.1054 | -1.09 |
Estimation Period:
May 24, 2024 to Feb 6, 2026
May 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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