Lighthouse Properties Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.22% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1105 | 15.25 | |
| 0.1790 | 10.08 | |
| 0.8198 | 159.30 | |
| -0.0254 | -0.99 |
Estimation Period:
May 30, 2016 to Feb 6, 2026
May 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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