Lufax Holding Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:89.30% (+30.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3201 | 9.00 | |
| 0.3115 | 19.82 | |
| 0.9013 | 87.24 | |
| 0.0752 | 4.10 |
Estimation Period:
Oct 30, 2020 to Feb 6, 2026
Oct 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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